Excel asking me to click the file when linking to a new spreadsheet

[superskid]

I often have a formula that links to another spreadsheet. Previously if I copied that formula to a new cell it would just work. Not it pops up asking where the file is (even though it has never moved and is in the same spot)

How do I go back to how it worked before because monthly I have to copy over about 400 formulas and this is drastically slower.

I am using Office 2010, thanks.