I have 3 spreadsheets with mountains of data in them, including product codes
and prices, stock availability, provided from suppliers.

On save, I get a row of error messages saying "Choose less data or close
other applications".

What I want to do is be able to retrieve this data from the other
spreadsheets, and be able to save without this error message. It's not a
memory issue, I have tested it with little applications open and a machine
with 2GB of Memory.

I have searched around and the only approach that would seem likely is a
query to retreive information from those spreadsheets. How would this work?

The spreadsheets are opened in order by, the one containing all supplier
data first, and then the one we vlookup to last.

What alternatives are there to VLOOKUP? What other options are there?