Viewing contect directly

I added content to a page through a link to a document (could be html, PDF or anything else). When browsing the site and selecting the content, you are directed to another screen in which you have to re-select the content-link in order to open it. I would like to open the linked-document at once, without the second screen opening up first. I have set that comments are not allowed on the page and on the document itself, but still it opens a second screen before you can open the document.
Can somebody help me? Thanks