First of all, if you want to work with a local file, make sure to rename it to something else like NAME_DATE so that you can keep the hosted file and local file apart.
Then if you are working in a GUI environment and are working on a update, don't forget to rename the file if you upload the file again.
For your problem, my suggestion is to never check that box so that you can make sure that you choose the right file to work with.
Thank you for your post.
The checkbox should be worded: "Do not show for this file again"
This means it is file specific and the next file you downloaded and opened a file that had been hosted it would give you the same prompt.
I hope this helps!
Thanks much. Very helpful.