Stop Excel hyperlinks from opening in a web page

[eboeckley]

At some point, my hyperlinks (that use to open up in Excel) started opening up in a web page. I think this is due to a global change that IT made in at my company (not sure). I am looking for a setting to stop this from happening. I am using simple hyperlinks to open other Excel workbooks. I want them to open in Excel, not a web page. I'd appreciate any help on this as I have searched the internet in general and the forums on Mr Excel without an answer. I thought this would be a simple setting made in Excel Options but I could not find it.