A book that I've found very useful is Excel 2007 VBA Programmer's
Reference (Wrox) by John Green, Stephen Bullen, Rob Bovey & Michael
Alexander. If you want to see what it's like you can downlod a sample chapter
from the Wrox website:
http://p2p.wrox.com/book-excel-2007-...0-04643-2-316/

and Google books has portions available online:
http://books.google.com/books?id=r18Oma_vbaMC&dq=Excel+2007+VBA+Programmer 's+Reference&printsec=frontcover&source=bn&hl=en&e i=56ySSqvBNcbQlAftnPxg&sa=X&oi=book_result&ct=resu lt&resnum=4#v=onepage&q=&f=false

I'd say compared to the Walkenbach book you mentioned, it's probably more
intensive. There's a lot of programming basics covered in Chapter 1, whereas
the Walkenbach book takes a few chapters to get into the programming, giving
more background. Just my thoughts.