Hi Andy
I just had a quick test of Dennis' code and it seems to work nicely.
Can you post the procedure you're using to get the data? I have to go over to another site this afternoon but I'll try to get a look at it at some point...

OK, I was just having a browse around the board and jonske has just submitted a KB article that may interest you.[VBA]Option Explicit

'you can extract data from a closed file by using an
'XLM macro. Credit for this technique goes to John
'Walkenback > http://j-walk.com/ss/excel/tips/tip82.htm

Sub GetDataDemo()

Dim FilePath$, Row&, Column&, Address$

'change constants & FilePath below to suit
'***************************************
Const FileName$ = "Book1.xls"
Const SheetName$ = "Sheet1"
Const NumRows& = 10
Const NumColumns& = 10
FilePath = ActiveWorkbook.Path & "\"
'***************************************

Application.ScreenUpdating = False
If Dir(FilePath & FileName) = Empty Then
MsgBox "The file " & FileName & " was not found", , "File Doesn't Exist"
Exit Sub
End If
For Row = 1 To NumRows
For Column = 1 To NumColumns
Address = Cells(Row, Column).Address
Cells(Row, Column) = GetData(FilePath, FileName, SheetName, Address)
Columns.AutoFit
Next Column
Next Row
ActiveWindow.DisplayZeros = False
End Sub


Private Function GetData(Path, File, Sheet, Address)
Dim Data$
Data = "'" & Path & "[" & File & "]" & Sheet & "'!" & _
Range(Address).Range("A1").Address(, , xlR1C1)
GetData = ExecuteExcel4Macro(Data)
End Function[/VBA]