Check the defined names, you may have external references in names.
Catalin
L.E.:
Also, if you have shapes (buttons, etc) in your sheets, with macro's assigned to them, these links will remain, even if you break the links.
Use codes like these:
Code:
For Each Shp In ActiveSheet.Shapes 'remove assigned macro's
Shp.RefersTo = ""
Next
Dim Nm As Name 'there are names linked to source workbook, delete them...
For Each Nm In ActiveWorkbook.Names
Nm.Delete
Next
You can change the code to see if that shape or name has external links, and only then take action.