When we go to a Document Library list view, we can open the document in client program directly if:
1. In the library settings, the default open behavior is "open in the client application"
2. In Central Admin -> Manage web application -> General Settings -> Browser File Handling -> Permissive
However, if we want to add the document link to a page, then user may get prompt message from IE as below, when clicking that link:
That means the document will be downloaded to local hard drive first, then be opened from there.
What if we want to open the document in the SharePoint library directly?
" rel="sp_DialogLinkNavigate">Document Link Label