markv,

If it only has one other workbook open at a time, you could add this code to ensure that it acts the way you need it to:

    Workbooks.Add
    For Each wbk In Workbooks
        If wbk.Name <> ThisWorkbook.Name Then
            wbk.Activate
            MsgBox "hello"
        End If
    Next


Hope this helps,
~tigeravatar