You can break the links via Edit>Links>break Link. Alternatively, you could use a macro like:
Code:
Sub BreakLinks()
Dim i As Long
With ActiveDocument
On Error Resume Next
For i = .InlineShapes.Count To 1 Step -1
.InlineShapes(i).LinkFormat.BreakLink
Next
For i = .Shapes.Count To 1 Step -1
.Shapes(i).LinkFormat.BreakLink
Next
End With
End Sub