Perhaps you could clarify something:
In post #1 you say the linked object is in a Word document, but that you've "checked the box to link automatically (under Excel Options/Advanced)."

Excel has an option to "Ask to update automatic links", but that's probably irrelevant here - it's the Word option "update automatic links at open" that needs to be checked. The Excel option only comes into play if the workbook you're linking to has its own links to other workbooks.

So, which options do you have checked in Excel and Word?

__________________
Cheers,
Paul Edstein
[Fmr MS MVP - Word]