How do I stop a user from accidentally opening linked files?

My main workbook has links for data from two linked workbooks. The cells that gather this data are protected, as the data is for display only. However, if a user double-clicks on one of these cells, he gets the warning that the cell is locked (that's OK), but the linked file then opens. I don't want it to.

I protected the linked file to prevent editing, but I don't want it to open at all. Link updating is automatic with no user intervention. I need to update the linked files periodically, but the user of the main file never needs to see the linked files.

The worksheets must be protected with Select Unlocked Cells ticked, as there are password-protected regions on the worksheets that the user accesses with a password.

How do I stop the linked files opening when the user double-clicks on a cell whose formula refers to the linked file?

I can't do that, as there are password-protected locked areas of the worksheet that the user needs to access. If Select Locked Cells isn't ticked, the password protection and access of locked cells doesn't work.

Why does the linked file open by simply double-clicking on the cell that references it anyway?