How can I trace dependents across worksheets?

Suppose I have a cell with the name Foo in Sheet2,
and I reference Foo in Sheet1.

When I go to Sheet2 and select Trace Dependents
under Tools / Formula Auditing), Excel shows an
arrow to an icon that resembles a spreadsheet.
But I have not found a way to expand the icon
into a cell reference or even to identify the
worksheet. Moreover, if I visit each worksheet,
I do not automatically see off-sheet arrows to
those dependent cells.

(Note: Show All is selected under Tools / Options /
View. I am using Excel 2003 rev 11.6355.6360 SP1
with Win XP Pro SP2.)