I wouldn't attempt to create a full sheet worth of links.
If your master workbook only contains the 4 sheets taken from the
individual workbooks, why not just copy the content of the sheets?

e.g.
Sub Auto_Open()
Dim vFile, vFile
vFiles = Array("Detail1.xls", "Detail2.xls", "Detail3.xls",
"Detail4.xls")
For Each vFile In vFiles
Workbooks.Open ThisWorkbook.Path & "\" & vFile
With ThisWorkbook.Sheets(Left(vFile, Len(vFile)-4)
.ClearContents ' clear sheet "Detail1" or whatever
ActiveWorkbook.Sheets("SomeSheet").UsedRange.Copy
.Range("A1").PasteSpecial xlValues
.Range("A1").PasteSpecial xlFormats
End With
Next
End Sub


Bill Manville
MVP - Microsoft Excel, Oxford, England
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