Sharing an Excel Spreadsheet that access SQL Server

I have set up an Excel Spreadsheet that accesses a SQL Server database for several users. The queries are working fine and everyone is happy with the results. One problem I haven’t been able to resolve is when any user on any machine (including myself) opens the spreadsheet they are presented a SQL Server Login window. The window shows the server name, the username, and the password (the option for use Trusted connection is not checked). Why are the users getting this window? What can I do to prevent them from getting this window?

Thank you for any help.