Have a look at this KB Article

"The file may have been changed..." error when you save workbook to network
server in Excel 2002

http://support.microsoft.com/default.aspx?kbid=324491

The fix here is also valid for Excel 2003.

Myrna Larson also reported that she got this error when opening a workspace
(*.xlw) file.

Opening the workbooks individually solved that problem.

Gord Dibben Excel MVP

On Tue, 30 Nov 2004 12:35:05 -0800, "thethinker"
wrote:

When saving a file in Excel, the following message appears:
"The file [name of file] may have been changed by another user since you
last saved it. In that case, what do you want to do?" And the option it gives
a
Save a Copy or Overwrite changes.
How do I turn this feature off?