My excel takes an extremely long time to establish a connection to a query in another file, if at all. What could be behind the lag and what can I do to improve the situation? No error message ever appears. I just see the the message: 'Connecting Please wait while we establish a connection to (name of file)' for what seems like an eternity. The file to which I'm trying to establish a connection is on the same computer as the file with other related queries.