You could probably use some code to cycle through the links, but maybe easier
would be to set a reference to every workbook you want open when open that
workbook.
First, you'll have to do a little housekeeping.
Open each workbook and go to the VBE (alt-F11 is a quick way).
Hit ctrl-R to see the project explorer
hit F4 to see the properties window
click on the line that looks like: VBAProject (book1.xls)
in the properties window, change VBAProject to a nice unique name.
(Each project has to have a unique name to use references.)
Save that workbook (but keep it open).
(do all of those linked workbooks)
Now in the "master" workbook's project (inside the VBE):
tools|references
and check each of the projects you want (that's where the unique name is
required)
Save your workbook with the references.
Close excel (for a test).
Open your master workbook.
Did all of the others open, too?
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And you won't be able to close a workbook if another open workbook has a
reference to it.