I have some Excel files into Prism. When I try to open the Prism file, I see an "error" message from Excel.

This may occur with Prism 3 for Windows. When you try to open the Prism file, a message from Excel asks:

"The workbook you opened contains automatic links to information in another workbook. Do you want to update this workbook with changes made to the other workbook? Press "Yes" to update all linked info or "No" to keep existing information"

That message is coming from Excel, and it probably has nothing to do with Prism. To prove this, open the file from Excel with Prism closed. You'll probably see the same message. To find out why, drop the Edit menu and choose "Links" (from Excel, with the file open). You'll see a list of links into that Excel file, and you can delete links that were inadvertent. Prism does not link well to Excel files that themselves are linked to other files.