Linking previously linked workbooks

Hi fellow Excel gurus!
Okay, I've had a workbook "X" linked to a workbook "Y"
for about a year. I split "X" into X1 to X5, then I
split "Y" into five workbooks also. All the cells in
(for example) Y3 are linked to the correct workbook X3,
but whenever I open Y3 it's still looking for the old
workbook name "X" and obviously can't find it.
So after I point it to the correct workbook, and the
linked cells all update, I save Y3 and close it. But
whenever I open Y3, it once again wants to link to X,
not the X3 it should. It just won't "remember" that I
want it to link to the new X3 and not the original X.

Any help? When I get the "File not Found" box, and I
change the Advanced part to reflect the new file, it
never saves.

Help!!! Thanks!
-Dale