It's not a setting, it is just an inherent part of the way computers (not just Excel) store numbers and do arithmetic: http://support.microsoft.com/kb/78113
The ROUND() function is one way to deal with this in Excel, or there are any number of other strategies. The key is to recognize that all computer calculations are "off" by this little bit, and we as programmers need to be aware of it and be prepared to deal with it.
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