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Default Vlookup not working to merge workbooks?

HI,
I have 8 workbooks, each with one work sheet containing an identical column
A then the next three columns in each contain unique data that I want to
combine from all 8 based on column A.

I'm using the following formula:
=VLOOKUP($A1,'A2 AlleleReport.XLS'!$A$1:$D$100,1,TRUE)

Although I've opened and linked all the files using connections it doesn't
seem to be working? Initially Excel opens up a box for me to browse where the
linked file is (once I've put the formula in the first workbook), I click it,
but then it refers to $A$1 of my 1st workbook to take the reference from, not
the second workbook, and doesn't even try to bring in the data from columns
B-D?

Please show me what I'm doing wrong?
To complicate matters I have to work with Excel 97-2003 compatible workbooks
in Excel 2007 = could this be a problem with linking the files?

Thanks for any help you can provide...NB:I can't do VBA.
Heather

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