Chapter 3, "OLE User Interface," defines standard message boxes for informing a user that an embedded object has changed. For a linked object, the application should use the message box it already has for informing users of similar kinds of changes.
As previously noted, some of the File menu commands break the connection between the client application and server application editing an embedded object. Before carrying out any operation that may break the connection, your server application should display a different message box in lieu of the message box given for closing.