Pivot tables in seprate workbook causing external worksheets that are linked to be locked

I have a seperate workbook for all my pivot tables that are connected externally to my data in other workbooks. Whenever I open one of the worksheets that contain the data it says its locked "by another user", but only if I have my pivot table workbook open. Is there a way to have my pivot tables workbook open and be able to edit the data workbooks at the same time? I know that you can "share" workbook but I am wondering if there is a way to not have to share the whole workbook (I don't want others to be able to edit the spreadsheets while I am in them.) Any help on this would be appreciated.

So basically I should put my pivot tables pertaining to the corresponding data in the same workbook as the data? I don't want to share the workbook that I have - i just need to workbook containing the data not to be locked from editing when the workbook with my pivot tables in it is opened.