Hi Terry,
What browser are you using on the machine that has the problem? I'm reading the .mht file that is on your link above and it claims:
This document is a Single File Web Page, also known as a Web Archive file. If you are seeing this message, your browser or editor doesn't support Web Archive files. Please download a browser that supports Web Archive, such as Microsoft Internet Explorer.
Another possibility is to fool Excel into thinking you have already saved the .mht (or xls) file so you don't get the message:
Try these lines of VBA to do this.
Application.ActiveWorkbook.Saved = True
Application.ActiveWorkbook.Close
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