Microsoft has a little add-in called dellink.xla (or something like that) that you can use to identify the links in your worksheet and remove them.
Also, you may want to check for any named ranges (or cells) that may reference an outside worksheet. These have to be manually removed (inaccessible by the dellink macro).
Try linking the file with itself (edit\links\ change source), but don't forget to do a copy & paste special\ values for the data from the linked file before you change the link.
Hi Rosie
Here is the complete text on deleting links, some of what has already been suggested.
This is a common problem with Excel and there are a few ways to fix it.
1. Go to Insert>Name>Define and make sure you do not have any named ranges refering to an outside Workbook.
2. Go to Edit>Links and try to use the "Change Source" button to refer your link back to the your open workbook. In other words try and change the link so it refers to itself.
3. Open the a new workbook and create a link to it and Save. Now go to Edit>Links and use the "Change Source" to refer the link to the new Workbook. Save again and then delete the link you created.
.....If all the above fail, microsoft have seen this as a problem and have a free download here:
http://support.microsoft.com/support/kb/articles/Q188/4/49.ASP?LN=EN-US&SD=gn&FR=0&qry=delete%20links&rnk=1&src=DHCS_MSPSS_gn_SRCH&SPR=XLW97
In fact it is a handy add-in to have even if one of the above steps does work.
Hope this helps
Dave
OzGrid Business Applications