Try Tools Tab>Assistants Group>Inter-Part Manager to break links.
Not sure what the actual problem is though.
Do you get load errors when you open the file?
I think the big red X = Unloaded from memory in Edit Links.
@bbeally In the video Bob opens the part with a link, drills down to the lowest level of the links item in the pathfinder, right clicks, and selects "break all".