Illustrator CS5 do not automatically change the measuring unit to the files default?

I am creating images for both web and print so I use pixels (px) and millimeters (mm) back and forth. But whenever I open the other type of file (i.e. opened web(px) first then print(mm), or print(mm) then web(px) ), the units displayed in Transform is always set to the previous file’s setting. I have to go to “Document Setup > OK” or every time I encounter this. It is very frustrating. Is there anyway to fix it, or is it fixed in later versions of Illustrator? Thanks.