Found my own answer, requires changing the registry.

http://support.microsoft.com/default...b;en-us;248204

"Tim Baker" wrote:

I have several workbooks with queries to external data and a while back I
ticked the 'Enable automatic query refresh for all work book and do not show
this warning again' box on the window which used to pop up to comfirm Query
Refresh. I now wish to disable this again so that it always prompts first.
Does anyone know how I do this ?