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Default Linking data in different workbooks

Hi,

I have a sheet in a workbook that is linked to another sheet in a different
workbook. However, when changes are made, the file that the information is
linked to is not updated accordingly. I'm using excel 2000, so perhaps this
is an issue that was dealt with in the newer versions. But can anyone shed
some light on how excel deals with or interprets linked files so I know what
order to open them in or whatever the case may be.