Taxonomy menu links to non fixed path, can I adjust this?

Hello out there.
Perhaps somebody can give me a hint on this.

I have created a taxonomy menu which is shown on each page.
When I'm on the homepage, the links are like:
website.com/taxonomy/term/3

When I click then on the list of sites with "term 3", lests say page "company" it takes me to:
website.com/company

So far so good.
BUT:
When I'm now on this company side and click on one taxonomy menu-entry it wants to take me to:
website.com/company/taxonomy/term/4

And this is not existing. Do I understand it right that it works here like a filter?
Like show me any nodes with taxonomy term 4 which are within nodes with term 3?

Can I change this behaviour so that every link is from the website home, and not variable depending on where you are?

I do not think this is a bug, I just do not if this can be done.. Perhaps I dont understand what taxonomy menu is doing at all.. might be...

Any ideas highly appreciated.
gb5256