How to open link/files in PDFs without the need to approve

I'm trying to create a sort of virtual story book using PDFs and links that open new documents.  I want to add voice overs as part of this and while I can get it to play the audio for the voice over by having a link to the file Adobe Acrobat Reader makes you have to approve the file opening in an external program EVERY TIME YOU CLICK.  Can I make it so that you don't have to click to approve and it will just open?  Or maybe I only have to approve once and then it will automatically open for all the other files?