If you have defined an account and password for your file in Manage | Security, the file will ask you for this password everytime you open the file. You may need to remove such an account to keep the log in from happening or you can do the opposite of what you've described in your post.
Select the log-in option, enter the account name and password you want the file to be opened with and now the file will open without asking for a password.
If you want to use the file in an "unlocked state" you may have to specify an account name of "Admin" with no password specified to keep the log-in from popping up. (Admin is a default account automatically created in the file with no specified password.)