How to break a link?

I have copied the formats of a worksheet across to a new workbook using paste special. The new workbook now shows a link to the format source workbook (see attachment).

I'm really annoyed with this but I cannot break the link. I’m using Excel 2010 ; data>edit link>break link but it just won’t get rid of that link.

Anyone knows a solution or is this one of those Excel bugs that cannot be undone?
Thanks,

Caula

can you add attachemnt once more?

If it's bigger than 1MB it won't be uploaded so reduce it.

There you go!