Are you holding it down while the file opens?

You could open Excel and, using menus, go to Tools -- Macro --
Security and set it up to ask you for permission to run the macro.
If you do not want to run auto open macros then you just reply to
the dialog box on opening the workbook with "Disable".

Chrissy.
www.home.gen.nz

PS - I see you are a Kiwi - or at least in Kiwi land.

Malone wrote
I understand that depressing the shift key when opening an Excel file should prevent an Auto_Open macro from running. But I find it
doesn't. Auto_Open macros run whether I am pressing the shift key or not.

Any suggestions?