How to pop up a warning message before any Excel automatic update link reminder message

Hi, I want to show a pop up message as:

Sub auto_open()

MsgBox "Please make sure you DO NOT UPDATE the link to avoid long time of waiting"

End Sub

But I found this message always display later than the Excel's system message about link update: "This workbook contains links to other data sources. If you update the links, Excel will..."

This means that my messagebox is useless as I really want the message displays as a priority to any message.

Can you help please?

Just found a way to do it in Excel:

Click Edit Links -> Startup Prompt -> Don't display the alert and don't update automatic links