Excel workbooks created by POI do not work when linked

That's what I'm doing:

• Create a book in memory (book = new HSSFWorkbook (), ...)
• Save it to disk (book.write (...))
• Open in Excel (ok)
• Create a new workbook in Excel that links to the first one (= PoiWorkbook? Xls! A1)
• Close Excel

Then every time I open the second book again, all links are: # N / A unless I also open the POI generated book at the same time.

I have never seen this behavior with standard workbooks created in Excel. Has anyone seen this and found a workaround?

Thank.