how to break links wih data imported into Excel

How do I break links wih data imported into Excel (2003).
I have 1000 seperate small data files which I need to tabulate some how.
It would be easier to import the 12 data files for each year onto a single sheet.

Hi,

Does anyone have any idea?

try asap utilities add-in
under 'system' there is an option to find and remove external links
http://www.asap-utilities.com/