Document redirection is a function of DRM. If DRM is enabled for a user for a document, then the user will be redirected to a page showing the document in the Prizm Content Connect Viewer if they click on a link to the document.
If DRM is not enabled for the user for the document, then the default SharePoint behavior will occur (such as the browser asking the user if they want to download the document). If DRM is enabled, you can restrict viewer functionality such as printing, copying, and saving, if you want. See the Digital Rights Management topic for more information on DRM, and see the Configuring DRM topic for information on how to configure DRM.