OK, I just posted this on StackOverflow... I hope this not double-posting...
Here's a dinosaur method for you on Office 2010.
Write the full address you want using concatenate (the "&" method of combining text).
Do this for all the addresses you need. It should look like:
="="&"'\FULL NETWORK ADDRESS including [Spreadsheet Name]"&W3&"'!$w4"
The W3 is a dynamic reference to what sheet I am using, the W4 is the cell I want to get from the sheet.
Once you have this, start up a macro recording session. Copy the cell and paste it into another. I pasted it into a merged cell and it gave me the classic "Same size" error. But one thing it did was paste the resulting text from my concatenate (including that extra "=").
Copy over however many you did this for. Then, go into each pasted cell, select he text and just hit enter. It updates it to an active direct reference.
Once you have finished, put the cursor somewhere nice and stop the macro. Assign it to a button and you are done.
It is a bit of a PITA to do this the first time, but once you have done it, you have just made the square peg fit that daamned round hole.