Stop "Excel formula or sheet contains the name" dialog

I had the same problem, but Name Manager does not reveal all the names embedded in the sheet. Somehow I got a bunch of hidden names in the worksheet.

Here is how to unhide them

Sub ShowNames()  
  Dim nmName As Name  
  For Each nmName In ActiveWorkbook.Names   
    nmName.Visible = True  
  Next nmName  
End Sub  

Now, you can see again all names in Name Manager and delete them.

Go to Formulas -> Name Manager, select the whole list in the pop up box and press Delete.

You may also need to close and re-open the file to get rid of these messages.