Item Level Security and url not working

Hi,
I have a SharePoint 2010 web application for internal users with windows authentication that contains a infopath forms library with content approval enabled. This web application is extended as extranet for external sites and it's using forms authentication
and all the users are in a group that has read permissions. What we are doing is to create infopath files in the internal site and give permissions to certain groups so external users can access these infopath files from the external site. 
Everything works fine we create a infopath form and its status is draft so users in the external site cannot see the files at that moment until the file is approved. If we remove the permissions from a group the user has not access to the item (file) in
the external site which is ok, the user can't see the file BUT if the user tries to access the file through the URL directly the user has access. 
In conclusion the user has access to the item when its group is assigned to the permissions in the item and the user can see the file in the library. 
If the group is removed from the item the user can't see the file in the library but the user can still access the file using the URL pointing to the infopath xml file directly.
It is worth to mention that we tested the same in a none content approval form library and users have not access using the URL.
I hope i explained myself correctly, any help would be much appreciated.

Does the library have versions enabled? Also are these logins occuring within word/excel etc?
If there's multiple login prompts which occur even if entering valid credentials what does hitting escape (after the first prompt) achieve, does the document open anyway?
There's a situation where Office will prompt for credentials if you open a document when you've only got read access but there's a version history (to which you don't have access). This is to allow you to enter more highly privelidged credentials if you
want to.

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