Links in PDF not working

Sorry guys!  I have links between PDF documents created in FrameMaker, and when I click on a link in the Source PDF, it links to the Destination PDF but the Source PDFs closes.  I went to Edit > Preferences in Acrobat and unchecked the 'Open cross-document links in same window' checkbox, but the source PDF still closes.  I guess I am missing something, again.  Also, do both PDFs (Source and Destination PDF) have to be open to link from one document to the other?  Is there a way for the Source PDF to open automatically when linked to Destinatnion PDF?

I must be losing it.