database query/names issue, causing excel to be sluggish

I have an issue with an excel worksheet I've created.

WorkbookA has "Names" which are used to define drop-down menus in
WorksheetA. These "Names" are defined to reference a WorksheetB (also
in WorkbookA) which itself is populated by a database query, pulling
from another Excel WorkbookB.

The logic is that WorkbookB should not be touched by the User, only an
Admin, and Workbook A is used by User. The Names in WorkbookA are to
prevent incorrect entries.

Now that I've set it up, WorkbookA is moving really sluggish, but if I
delete all the Names it speeds up again. Of course, I need the Names,
so how can I workaround this ??

Thanks for any help/comments !