I figured out how to do this and can I just say how proud of myself I am? lol You go to "Window", then scroll down to "Links", then you should see the "links panel" open, click on one of the links (maybe double click - my bad ones had a red image in them) and then click on the "go to link" icon and it will show up in your document, click on the item and delete it. Once you've deleted all the bad/old links, the dialogue window should stop.
I figured out how to do this and can I just say how proud of myself I am? lol You go to "Window", then scroll down to "Links", then you should see the "links panel" open, click on one of the links (maybe double click - my bad ones had a red image in them) and then click on the "go to link" icon and it will show up in your document, click on the item and delete it. Once you've deleted all the bad/old links, the dialogue window should stop.