Change Source Option Greyed Out - Why is this happening?

Hi 

I am trying to use Data, Edit Links, and change source but the change source option is greyed out on the excel file I am using.  I am saving copies of the file on an ongoing basis as its a standard file for inputting quarterly return information.  I used a copy of it this morning that hadn't got the change source greyed out, as I was hoping I could update the information in this file and use it.  However, I have just checked and now the change source option is greyed out on this also.  

Has anyone come across this problem and can I do something to fix it?  

Thanks in advance