The recommended way is to leave users joined to the default workgroup
System.mdw and then provide them with a shortcut that opens secured files
with a command line argument to specify the secured MDW file.  The target of
such a shortcut would have this format...

"Path to MSAccess.exe" /wrkgrp "path to secure MDW" "path to MDB"

That is also a good way to test that you applied security correctly.  When
joined to the default workgroup they should only be able to open your file
using the special shortcut.  If they can open it without using that then you
missed some steps.

Sounds like you had them join your workgroup - which will use it everytime
the Access application is started.

Instead, leave them joined to their default workgroup and create a shortcut
for your database.  In that shortcut, include the workgroup file to use.

This is all outlined in the various security FAQs that are available.  You
should probably look these over.  You might also verify that security is
REALLY in place.  You might have one of your users join their default
workgroup file and try to open your file.  If everything is set up properly,
then they should get an error and not be able to open the file at all.

Here are some good Security links:

Security FAQ

http://support.microsoft.com/?id=207793

The Security Whitepaper is also worth reading to help you understand.

http://support.microsoft.com/?id=148555

Joan Wild:

www.jmwild.com/AccessSecurity.htm

Lynn Trapp

http://www.ltcomputerdesigns.com/Security.htm