You must have clicked the upldate all independant files and said yes to do it all the time.
What you need to do is go into preferences, and then click on the 'site' panel in the list on the left of the box. You should then see in the list of preferences you have options for dependent files, asking 'prompt on get/check out' and 'prompt on put/check in'. Make sure these are both checked on, and then close the preferences window.
