Sub test()
Dim curSheet As Worksheet, curCell As Range
For Each curSheet In ThisWorkbook.Sheets
For Each curCell In curSheet.UsedRange.SpecialCells(xlCellTypeFormulas)
curCell.Formula = Replace(curCell.Formula, "[B][COLOR=Red]ancienNomFichier.xls[/COLOR][/B]", "[B][COLOR=Red]nouveauNomFichier.xls[/COLOR][/B]")
Next curCell
Next curSheet
End Sub