Excel 2003

I made a workbook 'Read Only' (File Save As Tools General Options
typed password only in 'Password To Modify' text box).

I sent the workbook to several parties - all but one recipient gets the
'Password' dialog box when they double-click on the file to open it ( 'Enter
password for write access, or open as read-only'). So far so good.

Problem is with that one recipient who does not get that password dialog box
- he clicks on the file, gets the macro warning because his security is set
to 'high', but he gets no Password Dialog box - he gets right into the file,
somehow bypassing that dialog box.

Anyone know why this is happening?

Thanks in advance ...

Will