"The Workbook you opened contains automatic links to
  information in another workbook. Do you want to update
  the workbook with changes made to the other workbook?"

I have several files which display this message each time
that I open the file.  I have removed all of the external
links inside the file, yet I still recieve this message.  
How can I stop this message from apearing when I open a
file?

Is it possible to remove all external file links within an
excel file, and stop this message from appearing?