Find somewhere on a page that you want to make a link.
Click the folder on the properties bar next to the link box. Navigate to the file you wish to link to and then in the bottom box define how you want the links to be (e.g. document- or site-relative). It should now stay the way you did it until you change it again.
Thanks for the info, but I would like everything to default to site-relative, rather than document relative for each new link I add. It seems logical that there would be a way to set a default preference for this.