Excel (or Office) 2003 Document Doesn't Open from a SharePoint List's Link in a Client Application

If you setup a SharePoint Library or list to open in a client application, then the Office document or attachment will open in MS Office 2003 as expected. However, if you open a link from a URL, text or multi-line column, Office 2010 and 2007 will open it in a client application while Office 2003 will open it in a browser. (It would be editable it the browser though.)

Switching to the datasheet mode will let you right click the link in URL and text columns and open the doc in client.

To make it happen in Windows XP (and Excel 2003 for example:

• in window explorer / tools / folder options / ,file types, select doc mime type. 
• in advanced, select the 'open' action, and uncheck the 'browse in the same window.' 

I don't have the combination of Windows 7 and Office 2003, but I found a page that suggests the following for Win 7 and IE9:

• Open the Browser 
• Select Tools from the Menu toolbar 
• Select Internet OptionsSelect the Advanced tab
• In the Browsing section, uncheck the Reuse windows for launching shortcuts 
• (when tabbed browsing is off) 
• Click OK 

http://www.niu.edu/erptraining/PS_browser_settings/ie9.shtml