As a workaround for the time being, store the documents themselves in My Documents, (just Documents if you're using Vista) then create a shortcut to that document.
[right-click] > Send To > Desktop (create shortcut) -- then drag the shortcut to a fence
Theorhetically, when you open the document, it won't matter what Word/Excel does, becuase the shortcut will always be pointing at the file of the same name. It shouldn't 'jump' anymore, because the shortcut itself doesn't change at all.
@JMB1984: Maybe that inspires a way to remedy the problem on your end?
Best of luck,