Problem with hyperlink to AutoCAD dwg files

I am using hyperlinks to open .dwg files in Excel 2010, with AutoCAD Mechanical 2011 in my laptop.

When AutoCAD is not running, clicking the hyperlink will cause Excel to be busy for 2 or 3 minutes, and then pop up a message "Excel is waiting for another application to complete an OLE action". By clicking OK, Excel will be busy again and seems a endless loop. I checked processes in task manger, a backgroud process of acad is found and occupy 25% cpu (as it's a quad core cpu). After closing this acad process, the hyperlink security message is shown "Some files can contain viruses or otherwise be harmful to your computer. blabla...", and clicking ok will open the dwg files.

If there are drawings already opened, it works fine except AutoCAD will be moved to the monitor where Excel is. (with two monitors total).

I need it more convenient since I am writing a macro for daily use in my company. If I have to open AutoCAD first, any solutions to keep it in its orginal monitor?

I tested with dwg files on both my local drive and network drives. The folder containing those files are added to Trusted Locations. What else can I do? Stuck in this problem the whole afternoon....

Thx in advance.

it works fine now. However I did nothing except check and uncheck Ignore other applications using DDE. Strange enough...
Anyway, I still need it won't change the position of AutoCAD. Any solutions?

The problem comes back again after a restart. I tried to repeat exactly what I did yesterday, nothing helps.

I have Excel 2007 and AutoCAD Mechanical 2011 on my Windows 7 laptop with an extended monitor. When I try to use hyperlinks in Excel to open a .dwg file, I get a message that Excel cannot open the requested file. You're farther along than I am.