Remove a data connection from an Excel 2010 spreadsheet in compatibility mode
When the Import Data box pops up click on Properties and remove the Check Mark next to Save query definition When the Import Data box comes back and your location is where you want it to be (Ex: =$I$4) click on OK and your problem will be resolved
I had the same problem today. If after you delete all of the connections, the connection properties still live on. I clicked on properties, deleted the name by selecting the name window and deleting it.
A warning came up to verify I really wanted to do it. After selecting yes, it got rid of the connection. Save the workbook.
I am a hack at Excel but this seemed to work.
Select a cell in the cell range in which the data is imported, then Menu > Data > Properties > uncheck save query definition.
Properties will be greyed out unless a cell in the data import range is selected.
You can find out the range in which the data isimported by:
Menu > Data > Connections > (select connection) > Click here to see where the selected connections are used.