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Excel basic authentication disabled SSL message

Hi There,

I have two users both using Microsoft office 2010 SP2 and Windows 7 SP1.
They are both troubled by the attached annoying message.
This message comes up when they open either a local brand new book1 excel document or other excel documents. Nothing pointing to any web server. This message just happens once a day and immediately when you open excel. Now I've disables everything internet related that excel could be accessing, disabled Active X and macros and its still happening. Is there some way to disable this message completely. As it is not needed for anything web related.

Thanks In Advance.
excel-msg.jpg
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Professor J

could have been caused by either of this.

A)  check the file under data  then Connections, see what is there?  also go to VBE with ALT F11 and then go to Thisworkbook and see if there any code there.

B) check what are the active Add-Ins, some add-ins also cause this.
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@ProfessorJimJam:
A) I get no connections found in Connections in this Workbook. VBE screenshots are attached.
B) Please view attached Active add-ins. Doesn't look like there are any.

For the above I opened a brand new excel doc and the msg come up. I doubt it will come up again. It only happens once a day on both pc's.
1.png
2.png
Add-ins.png
Ok,  last check,  what is the Excel Start up folder?

are you accessing Excel files from server?

there is a microsoft patch that supposedly solves the problem http://go.microsoft.com/?linkid=9777384
-Excel Start up folder? Where can I check this?
-Nope not accessing it from any server, on the local pc and opening a brand new excel workbook.
-Does the fix still apply to if it is locally accessed?
here is the path for StartUP folder of excel

C:\Users\Username\AppData\Roaming\Microsoft\Excel\XLSTART

just change the username in bold to the computer window username

Yes, the microsoft patch should fix it. here is the confirmation for this statement,  link from microsoft  also another blog, users confirmations
-I've gone to that directory. There's nothing in there. Is that normal?
-I will install the fix and let you know tomorrow if that message is still coming up.
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Professor J

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Will Do.
@ProfessorJimJam:
This fix has unfortunately not worked. That message is still popping up.
Any other suggestions(I really thought we had it fixed)?.
Hi All,

Are there any other suggestions?
@ProfessorJimJam:
Actually it looks like the fix did help but just with the getting to the next step of troubleshooting.
Now instead of popping up with that message it now prompts for a user name and password.
Please Note:
-My user's internet access is governed by URL Filtering and Firewall rules. So they only have access to work related things.
-This only happens the first time you open excel until the next day.
-The excel document is a completely newly created workbook on the local pc.

*I know need to find out what Microsoft service\updating service is running in excel that check's once a day and using basic authentication.
*I have disabled everything relating to excel reaching out to the internet. If someone might be able to point out exactly what this might be assessing and what must be disabled so that it is not a bother anymore, please your help is really needed.