When the user creates an OLE link, by default it is an automatic link; that is, whenever the source data changes, the link's visual representation changes without requiring any additional information from the user. Therefore, do not display an "Update Automatic Links Now?" message box. If the update takes a significant time to complete, you can display a message box indicating the progress of the update.
If users wish to exercise control over when links are updated, they can set the linked object's update property to manual. Doing so requires that the user choose an explicit command to update the link representation. The link can also be updated as a part of the link container's "update fields" or "recalc" action or other command that implies updating the presentation in the container's window.