The first thing to try is to delete the workspace file (extension .xlw) and
to create it again.

If that doesn't solve your problems, enter code similar to the following in
the "ThisWorkbook" module of your primary workbook in Visual Basic (it avoids
some of the drawbacks of saved workspaces; maybe it will solve your link
problems, as well):

Private Sub Workbook_Open()

Dim MyPath As String
MyPath = ThisWorkbook.Path

Workbooks.Open (MyPath & "\workbook4.xls")
Workbooks.Open (MyPath & "\workbook3.xls")
Workbooks.Open (MyPath & "\workbook2.xls")

Workbooks(1).Activate

Application.ShowWindowsInTaskbar = False
Application.ShowWindowsInTaskbar = True

End Sub

This code was designed for the other workbooks to be in the same directory
as the primary one, so that I didn't have to specify the full path for each
file. The workbooks are opened in back-to-front order of how I want them to
"stack" on the Windows desktop. After that, I activate the primary workbook
to put it on top of the others.

On my system, something weird happens with the taskbar if I omit the last
two lines of the procedure; you may or may not need them on your system.

Good luck!