Break unwanted connection

Hi all

I'm importing, by email, Excel workbooks sourced from an external database. I have no control over the coding that generates the workbooks, which are supposed to be standalone when they reach me. I then have to extract data via various criteria (via a tested VBA routine) and distribute the resultant 'daughter' workbooks to various people.

I'm using Office 2007 under WXP. Opening the incoming workbook generates the warning "Data connections have been disabled". That doesn't greatly worry me (I leave them disabled) but the daughter workbooks I generate produce the same warning. That needlessly worries the latter's recipients.

The initial incoming workbooks are trustworthy. Is there any way I can find out whether they has any residual connections (which it shouldn't have)?

If they does have them, how can I disconnect them?
If they doesn't have them, is this yet another quirk of MS's security issues? What should I do about it?

TIA John