formula refers to protected file : remove message

File A contains a formula which retrieves some data in File B.
File A is completely open to all users, File B is password-protected.
When opening file A, it shows a pop-up message, asking for the password (of File B). I would like this message not to show up. Either by giving the password (in the back, via VBA), or by suppressing the message because I don't think that it is necessary. There is maybe a third solution.
Thanks in advance for your help !