Maybe it's a link message that the recipient is getting. If the original
workbook had two worksheets (Sheet1 and Sheet2) and you wanted to send Sheet2.
But Sheet2 has a formula in it that looked like this:
=sheet1!a1
That formula changes to:
=[Book1.xls]Sheet1!A1
And if I close Book1.xls, the formula changes again to:
='C:\My Documents\excel\[Book1.xls]Sheet1'!A1
If I send Sheet2 with a formula like that, excel can ask (if the user chooses to
be prompted) if it should try to find that workbook and retrieve the current
value.
Depending on what you're doing, you could just change that formula to a value.
(select that cell, edit|copy, edit|paste special|Values).