BigBas,
I'm not 100% positive, but I think this screen shows up when you try to copy and paste between Excel sheets that are running as separate Excel.exe processes. If both sheets were running under the same executable, you'd get the standard PasteSpecial menu.
This 'different' menu, as stated, also appears when copying from applications other than Excel into Excel. With two instances of Excel.exe, one is simply treating the other as an outside application.
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