and download Bill Manville's FindLink.zip. This file is an Excel Add-In, so after unzipping the file put it in the Microsoft/Office/Library directory.
Then go to Excel's Tools menu, click Add-Ins and you should see an item called Find/Delete Links. Check the box for this item, then OK. The Add-In should now be under your Excel's Tools menu, named Find Links.
In an open workbook, simply click Tools/Find Link and the Add-In goes to work checking each worksheet. When it finds an external link, you will be advised by a pop-up message of the link(s) worksheet and cell reference. You will then be asked do you want to delete it - Yes/No. The Add-In also finds links in hidden rows and columns (the problem that I had in a very large workbook). I tend to say no to the deletion option, but manually write down the worksheet and cell reference. I will then look at each external link and decide whether I really want to delete it. I then run the Add-In again and delete the links that I do not want.