Code works when stepping through, but cuts out when run

I have a sheet with names of files, and next to it numbers for passwords, like this:

Anneke-Coetzer.xls 5913 5340

Now if I step through this with F8 while in debug mode this code works. But when I run it (using my shortcut key), it doesn't... I believe it's because the sheet that opens gains focus, and it breaks the current macro.

Sub PassWordSaveAll()
    drive = "c:\blah\test\temp\"

    'Note you have to select three cells for this. FileName, Password, Protect Password
    If Selection.Rows.Count = 1 And Selection.Columns.Count = 3 Then
        FileToSave = Selection.Cells(1, 1).Value
        BookPass = Selection.Cells(1, 2).Value
        SheetPass = Selection.Cells(1, 3).Value
                
           'vvvv--- New sheet is opened here, and gains focus, and the rest is not executed
        If TryOpen(drive & FileToSave) Then
              
            ' NewFile is opened
            Call ProtectAllSheetsAuto(SheetPass)
            
            ' Save The file with Password
            T = Application.DisplayAlerts
            'Application.DisplayAlerts = False
            ActiveWorkbook.SaveAs Filename:=drive & FileToSave, _
            FileFormat:=xlNormal, Password:=BookPass, WriteResPassword:="", _
            ReadOnlyRecommended:=False, CreateBackup:=False
            Application.DisplayAlerts = T
            ActiveWorkbook.Close
        End If
    End If
End Sub

Can anybody help me as to how I can get it to work when I press my shortcut key for this macro?

I changed the code to this:

If TryOpen("K:\Stats\2005\test\CO\" & FileToSave) Then

' NewFile is opened
MsgBox (ActiveBook.Name)
ProtectAllSheetsAuto (SheetPass)
... other code...
Else
MsgBox ("Failed to open " & FileToSave)
End If

and when I run it normally NEITHER of the MsgBoxes are shown.