following ssl link requires forms authentication from ms office

[EugeneKr]

Windows 7 x32, IE8 (the same behavior in Firefox), ms office 2007
I have url to https page in both word and excel. The problem is when I click the link a new explorer window opens and loads login screen. But I am already authenticated. So I just copy and paste the same link in browser address bar and it shows me the right page.
Question is, how can I bypass authentication (which is already done anyway) while following the link from ms office applications? I've done some research, and it looks like there cookies sharing issue. However it works if link is not ssl and if "remember login" checkbox was clicked. But I need it work in the same way as following link in web browser works.
That's what I was able to find on topic, which didn't help much
http://support.microsoft.com/kb/932118
http://support.microsoft.com/kb/899927


Thanks