Excel file won't break links

Hello,

I copied 2 worksheets from one file to another and went in to "Edit Links" and changed the source to itself rather than the original file which took away those links in the cells that the original file was present in, but it still gives me a dialogue when opening the file that links to the original file. I go back to "Edit Links" and press "Break Link" but it doesn't seem to remove the link to the original file. If I click on "Connections", none are present. I clicked on "Startup Prompt" and set it so that it wouldn't annoy me with the prompt any more, but I'd ideally like to not have any reference to the original file. What can I do to accomplish this?

Thanks,
Ben