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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.
It should now stay the way you did it until you change it again.
This is a "sticky" setting -- you select site-root-relative once, and from now on all links will default to site-root-relative -- unless and until you change it again.