I have a Word doc with numerous links to an excel sheet. Although all settings are checked to auto-update links on the Word doc when it loads, and the popup even comes on the screen upon load of the Word doc asking to update the links, none of the links are updated automatically once the file loads. If I ctrl+a then F9, every link will then update, but I need it to do so upon load. Any ideas what I might be doing wrong?

Once the document is loaded, the links will not update. That's normal behavior. You could create a macro that updates when you run it, which in theory is no different than what you're already doing. You can also update before printing if you wish by going to Tools, Options, Print, Printing Options, Update Fields, Update Links. Life is more painless for those who are brainless.