Zend certified PHP/Magento developer

“We cant connect to file” as I open excel workbook

enter image description hereWhen I open a particular excel workbook I am getting the message “We cannot connect to http://www.stackoverflow.com/test/testfile.xls’. Please make sure you are using the connect web address”.

I cannot find this file in File->Edit Links.
Where can I find this trouble file and turn it off? I hate seeing this popup each time I open the workbook.

Thanks.