XL2002: "Invalid Web Query" Error Message When You Click "Refresh All"

When you click Refresh All in an Excel workbook, you may receive the following error message:

This issue may occur if you use a Web query on three different worksheets in the same workbook.

You can safely ignore this error message. The data in the worksheets is still updated correctly.

To avoid receiving this error message, click Refresh on the External Data toolbar instead of clicking Refresh All. However, the Refresh command refreshes the data on only the active worksheet. You must click Refresh on each worksheet in the workbook that uses a Web query.

Microsoft has confirmed that this is a problem in the Microsoft products that are listed at the beginning of this article.