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Default No "File in use" notification

This question has been asked before, but I couldn't find an answer.

We are using Windows Server 2003. The workstations run Windows XP Pro
SP2 and Excel 2003. When opening Excel files located on the 2003
server, SOME users get the Notification that the File is In Use -
locked for editing by <user, but MOST users, don't.

If the same file(s) is copied to a Windows XP Pro workstaion and opened
over the network from another computer, ALL users who try to open the
workbook after that get the "File in use" notification. The missing
notification happens ONLY when the workbooks are located on the 2003
server.

This problem is not related to the "Share workbook" feature. The
workbooks are not shared and we don't want them shared. What we want
is to get the "File in use" notification, all the time, when trying to
access a workbook located on the 2003 server, if the file is already
opened by somebody else. Did anybody please come up with a solution?