Cancelling "Open" dialog box when prompted macro

I have a macro that is running and part of the tasks it is completing requires a reference to some outside workbooks (the macro itself does not, but the cells that the macro is works in do). In the instance the file cannot be found an "Open" dialog box opens and asks where the destination file is while pausing the macro. I can cancel through it each time and the macro runs and the cells that couldn't make a completed reference give me a #REF, which is fine. My question is rather than having to sit and click cancel through each of these boxes while the macro is running how can I have the macro tell it to just cancel that dialog box when it opens?

Thanks!