MS Office: Launching previous documents

Apologies: I'm not sure where to ask this question or how to phrase it!

I recently upgraded to OS Mountain Lion (10.8.2) on a new laptop & installed a new MS Office 2011 (version 14.2.5).

With my 2 year old version of Office, when I opened Word & Excel, the documents I'd had open previously launched straight away. That is: if I closed Excel with a couple of documents open, those 2 documents opened automatically next time Excel was opened. It was brilliant.

It's not happening for me since my new laptop, & I'm no longer sure if it was an MS Office setting or an OS setting.

If anyone has any ideas where this setting came from - or what I can Google to find it - I'd be most appreciative.

Rgds,

Deborah