@rkbest, please follow these steps and let me know at what point you see the dialog about removing previously linked OpenStudio content.

1. Launch Sketchaup from the Start menu (don't launch by double clicking an SKP file, and don't open a SketchUp file after you launch SketchUp)
2. Directly open an OSM file using the "Open OpenStudio Model" button on the OpenStudio toolbar.

At this point your OSM model should be loaded, and you should not have seen the dialog pictured above.