Some time you have seen that your workbook has some connection and got this kind of notification to enable data connection

Data connection

Data connection

If you want to remove all data connection at once here is the code to do it:

Code:
Sub RemoveConnections() 
    Dim lngLoop             As Long    
    With ActiveWorkbook.Connections
        For lngLoop = 1 To objCon.Count
            If objCon.Count = 0 Then Exit Sub
            objCon.Item(lngLoop).Delete
            lngLoop = lngLoop - 1
        Next lngLoop
    End With 
End Sub

This procedure will remove all existing data connection in excel workbook.