You could run a macro like the following from the Excel VBA help file:
Code:
Sub UseBreakLink()
Dim astrLinks As Variant
' Define variable as an Excel link type.
astrLinks = ActiveWorkbook.LinkSources(Type:=xlLinkTypeExcelLinks)
' Break the first link in the active workbook.
ActiveWorkbook.BreakLink _
Name:=astrLinks(1), _
Type:=xlLinkTypeExcelLinks
End Sub