You're using Excel 2013 so I'm not sure it'll look the same as mine, but if you go to the Ribbon Data tab, in the Queries and Connections section there's a Queries and Connections button, if you click it it should show you a whole raft of connections. If you right-click on one, there should be the option to delete it. There's also a bunch of related Names; if you go to the Formulas tab of the ribbon, and choose Name Manager, you'll see those Names (you can delete them easily here). You can visualise where they are on the sheet by zooming out to 30% or less (bottom right of the window usually) and they should appear highlighted.