This only occurs when the link is clicked from Word.  The issue is that Word launches the link in IE7 mode.  Once IE gets the response, it decides to transition to a higher version (IE8 or IE9 mode).  IE is likely making this decision due to the fact that the NetCommunity page has a modern doctype specified.  When IE changes mode, it makes another request to load the page, this time specifying that it is IE9.  When this occurs, it is creating a new session with the web server. 

The problem is that the redirect information used to return to the original page after logging in is stored in session.  Based on this strange behavior or IE combined with Word, this information is lost.