Go to the control panel, all elements and credentials. Or, search for "Credentials" ("Legitim") by the windows button. 

Choose "Windows-credentials"  ("Windows-legitimationsoplysninger") 

Choose the olap.keepers.nu access and press either "remove" or "edit"

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Delete existing connections in Microsoft Excel

Go to "My data sources". Choose the connection you need to delete, and press delete.

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Check that the connections are gone in Excel (Data, Existing Connections)

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Restart the computer.