Just in case someone finds this post in a search...

After testing in Office 2000 (it was originally created using Office XP) I
discovered that Excel 'forgot' that I had set DisplayAlerts to False. I don't
know if it is limited to Excel 2000 and what caused it to happen, but the
solution was simple: Just set DisplayAlerts to False everytime you make a
call that can result in an alert being shown. It's not a very elegant
solution, but it got the job done...