I have the exact same problem... It's driving me nuts!
Have you found the answer?

"Bill Martin" wrote:

I have VBA code that reaches out to Yahoo to retrieve some information.
Occasionally it will hang indefinitely. I get the status message "Connecting to
the web" so my assumption is that the web has not responded with some hand shake
that Excel was expecting to get. When it hangs there's apparently no way to
shake it alive from the keyboard. I can only exit Excel entirely and restart
everything.

I've tried trapping the hang with an "On Error Goto" statement, but apparently
Excel does not think there's any actual error - it's just waiting for a response.

The actual web fetch is of the form:

With ActiveSheet.QueryTables.Add(Connection:="URL;" & qurl,
Destination:=QuerySht.Range("A1"))
.BackgroundQuery = True
.TablesOnlyFromHTML = False
.Refresh BackgroundQuery:=False
.SaveData = True
End With

Is there some way I could set a timer for 10 seconds, or whatever, before
executing the web fetch and use it to somehow 'Break' execution of the VBA
statement that's hung?

Thanks.

Bill