You are using the right option, however use the option called 'Break links'
it will remove all the links from your workbook.

Regards,
Pranav Vaidya

"SLP" wrote:

I have a workbook that when it is opened asks if I want to update the link.
How do I remove the link as there shouldn't be one? I went to Edit | Links
but delete is not an option there. Thanks in advance.