Update: I have managed to select a directory in my file system and
then recursively select all the workbooks in that directory to open.
There are only a few in there at the moment so it works okay though I
am aware of the memory limitaions of trying to open 100 workbooks.

So if anyone has any ideas on:

a) how to stop that irritating popup asking me if I wish to update my
links
b) the most effiecent way to copy information from one workbook to
another

Cheers,
ennui