message about probloem with workbook links keeps coming up. Help?

[mccartneyd1795]

Every time I open my workbook a message comes up saying...

"This workbook contains links to other data source's.
If you update the links, Excel will attempt to retrieve the latest data.
If you don't update the links, Excel will use the previous information.

Note that data links can be used to access and share confidential information without your permission and possibly perform other harmful actions. Do not update the links if you do not trust the source of the workbook."

I'm having trouble understanding this. Any help would be great, this is a work computer so worried that it could cause problems to the data.

Dave