Error Message: cannot create links to consolidation sheet

[RoundGoby2]

I am using Excel 2000. I am attempting to consolidate three worksheets but continuously get the error message "cannot create links to consolidation sheet." If I leave the box unchecked, it will "sum," "average," or any other of the functions I chose. However, it only lists the final number (sum, average, etc.) and not each of the three months that make up the sum, average, etc.

Thank You