Microsoft, in their infinite wisdom

, has made security an issue for the Workgroup rather than the application. The currently selected workgroup file is defined by your registry, not the .MDB file that you opened. The security (or at least part of it) is recorded in the workgroup file. Certainly, the account information is that way. So when Access runs on some other database, it checks the registry and sees the same .MDW file is still selected. So it applies the same security whether it is appropriate or not.
If you didn't know about the workgroup file then you probably used the default workgroup file. It gets defined when you install Access or the Office suite. This default workgroup file, named SYSTEM.MDW, is PROBABLY located in your windows directory under subdirectory /system32. I've seen it go in a subdirectory of the /ProgramFiles folder, too. Best advice, do a Start >>Find Files or Folders - for file SYSTEM.MDW - and use the one that is in the Winxx/system32 path.
The way to verify that you are connected to this file requires you to run regedit to find all instances of ".MDW" - which is dangerous if you are not good with registries, so DON'T DO IT unless you are very confident. You will find it in the registry at least twice before you get to the entry you want, because the file-classes entries occur before the applications entries. The registry key that tells you which file is selected ends with "SystemDB"
The way around this situation is to do the following steps.
1. Copy the workgroup file to the same directory as your database for which you set up security.
2. Using the Start>>Run option, run wrkgadm
3. Click the "CREATE" option. Let it create a new SYSTEM.MDW in the /system32 subdirectory.
4. Now, again/still using wrkgadm, JOIN that new workgroup.
5. When you want to play with security again, run wrkgadm and JOIN the one you moved to the other directory.