"This document has been modified..." message on Excel 2003

Hi,
I have an Excel 2003 document with multiple worksheets and will a lot of
hyperlinks. It is hosted on our company intranet and read via Internet
Explorer. Whenever a hyperlink within the Excel spreadsheet is clicked, a
dialog box popped up saying:
"This document has been modified. Do you want to save changes? Yes: Saves
your changes; NO: Discards your changes; Cancel: Keeps this document open"

Is there any way to suppress the error message? Or have the link open up in
a new browser window? I have searched on the net and many people seem to
have the same problem but I couldn't find any solutions.

Please help if you can! THANKS a lot!