I get a third party add-on package for Excel within additional bar, whenever
I use it by clicking pull down menu and select "download / refresh data". I
would like to set macro to perform this task, and I tried creating a macro to
record this action, but it record nothing. Does anyone have any suggestions
on any trick to do it within Excel 2003?

Let me interpret more details about the command bar, which just like the bar
changing the size and font within Excel. Within this bar, there is a "ABC"
button, once clicking this button, and sub-menu pull down, and select the
function Download / Refresh data. This is what it looks like when I manually
go through this process.
Does anyone have any suggestions?
Thanks in advance for any suggestions
Eric