Here's a tip how to break all external links from a workbook:
Dim arrStrLinks As Variant
' Read workbook links to an array.
arrStrLinks = ActiveWorkbook.LinkSources(Type:=xlLinkTypeExcelLinks)
' Loop through whole array -> all links.
For i = 1 To UBound(arrStrLinks)
This is actually a slightly modified version of the one you can find from Excel's help with keyword BreakLinks.