Open Word 2010 Document through IE9 without Downloading

I have a web page which links to a whole bunch of Office 2010 documents, and when a user clicks on the link in Internet Explorer 9 - it prompts the user if they want to Download the File, as per the following prompt:

File Download Prompt
I know how to get rid of that prompt - simply check the box, but the issue is that it's Dowloading the file, and then opening the downloaded file, rather than opening up the file in situ.  It (either IE9 or Word 2010) downloads the file to something like C:\Users\%username%\AppData\Local\Microsoft\Windows\Temporary Internet Files\Content.Word\~WRF{840ADEF3-F6F0-4F59-9B03-8B907F0C4E66}.tmp, and then opens the file in read-only mode.

While all of this doesn't seem to be an issue, the issue comes when the document has macros.  Some of these documents are forms for users to fill in, and when the macros don't run, the forms become useless.  These documents are in .dotm format.

What I have tried so far:

I've changed IE9 Intranet Settings to be Low
I've changed IE9 Intranet Sites to include all network paths (UNCs)
In Word 2010 Trust Center, I've enabled all macros (just for testing purposes)

Just a recap - having the full path in my clipboard and pasting into Windows Explorer opens the document in situ and without issues.  Pasting into Internet Explorer downloads the document to a temporary location and does not open the document with macros.

Any suggestions how I can make IE9/Word 2010 treat this as a standard document and open it from the actual location rather than downloading it?

Thanks in advance!
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LesterClaytonAsked:
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jmanishbabuCommented:
Can you check changing the default IE location ( Temp Internet Files location ) to some other location as mentioned in the below article .

http://www.sevenforums.com/browsers-mail/113107-ie8-changing-default-folder-path-temporary-internet-files.html

Check changing using registry .,. Try your above steps ... And let me know :)
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COBOLdinosaurCommented:
the browser can only work from the local client.  It is always going to download.  That is how the technology is designed to work.  Browsers are not capable of maintain an open connection once the download is complete.  Office applications use a different protocol for accessing remote files and can maintain state.  As for the macros they may or may not be getting downloaded, but the browser probably cannot execute them anyway depending on what they are written in.

Cd&
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LesterClaytonAuthor Commented:
Thanks for confirming that this is the standard behavior and not much we can do about it :)
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COBOLdinosaurCommented:
I rather be able to tell you how to it, but sometimes it just won't do what we would like.  




Cd&
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