Issue with Excel data-chains via SharePoint

I'm having issues with a coulpe of Excel (2010) data-chains through SharePoint at my work. When i set up a chain it shows for instance [Sheet2.xlsx] and fetches data just fine. But when I close and re-open the sheets, the chain code is changed to the
entire http-adress, such as "http://company.com/controlling/[Sheet2.xlsx], and gives a VALUE-error instead of fetching the data.
Is my problem connected to Excel or Sharepoint? And what can i do to make the chains work?
Thanks in advance, and please excuse if some of the mentioned terms are inaccurate. I use Excel in my native language (danish), but the Danish community in here is not very large :)

Hi,
Are you using some formula(Such as Vlookup) to link the Excel date which shored in the SharePoint?
If it is, we may try to use the full URL in the formula. Here are some samples, we may refer to:
http://social.msdn.microsoft.com/Forums/office/en-US/f94d25b6-749c-470c-837d-32bcf570bfd3/vlookup-to-look-at-a-excel-document-stored-on-sharepoint?forum=exceldev
http://social.msdn.microsoft.com/Forums/office/en-US/1b946199-7c65-45d1-ae1a-a845aa03d463/vlookup-issue-to-a-sharepointstored-file?forum=exceldev
Regards,
George Zhao
TechNet Community Support

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