External Data Connections Error

[Steph2010]

I have an access database saved to a server with several excel spreadsheets
as linked tables through the database. I then have excel spreadsheets with
external data connections to the access linked tables. I created all of the
files so I have no issues opening or refreshing any of the data connections.
However, others that have access to and use the database, server, and
worksheets receives a prompt asking them to login as the admin with a
password. I never set up a password, so I have no clue what they should
enter. When they cancel out of the prompt, the connections are unable to
refresh. I attempted to save the data sources to the server, but that did
not fix the problem. I read something about each user needing to have the
access database as well as the data sources saved to each person's computer
locally. However, I do not understand how that would work with the
spreadsheets that have the external data connections. For example, if I
created the workbook that contains the external data connection and a
colleague opens the workbook...how will the connection be refreshed? Please
help! I've been trying to resolve this issue for two days now! Thanks!