Macro run much slower under VBA than in Excel
 

I have a macro that process a data sheet with more than
10000 rows data, create 6 new sheets and copy some data
from the data sheet to them respectively.
When the macro run in Excel, it will take less than 5
Secons. But when run it under a external VBA program, it
will take more than 100 seconds. I have set screenupdating
= false at begining and turn it on at the end, but no any
improvement. Anybody can figure what is the problem and
how to fix? or just improve?
Thanks.