Thank you once again.

Third... there is a method in Windows Explorer in Windows XP
to have each file open in a separate instance of Excel.
How to do it?

Open Windows Explorer
Select “Tools”
Select “Folder Options”
Select the “File Types” Tab
Scroll down and select the appropriate file extension
Click the “Advanced” Button
Select the “Open” action from the list
Click the “Edit…” Button
Where is says “Application used to perform action:”
(make a copy of the existing text and save it)
If not already there, add:
/e “%1?

to the end of the file path
Uncheck the “Use DDE” box
Click OK
Click OK
Unfortunately, it didn't help. :-(

I think that the problem is more general and is connected
with dragging and dropping method.
Usually I opened the second file by dragging the name to
the Excel icon. Now instead of oppenning the file,
a mark like this ? near the name of the file occurs.
I noticed that the same happens with Word files.

Regards
Tom