Calling Views and Stored Procedures from Excel - Microsoft Business Intelligence Tools for Excel Analysts - page 221

Figure 11-11: Select the Enable Selection of Multiple Tables check box.
Figure 11-12: Remove the check mark next to Import Relationships Between Tables.
5. Click the drop-down arrow next to the Properties button and remove the check mark next to
Import Relationships Between Tables.
This ensures that Excel does not error out because of misinterpretations of how the tables
are related. In other words, you want to create relationships yourself.