I have tested ThisWorkbook module line by line and found that
splash.show caused the problem.

Splash.show ' this causes the problem that a user must click a excel
file twice.

Splash.show vbmodeless ' this solves the problem.

I refered to the link below for the fix. If you refer to John
Walkenbach's Excel 2000 Power Programming with VBA, fix the
corresponding line in Page 371. So is the splash screen page in his
homepage. But I wonder if there is any other solution to this problem
without using vbmodeless, since the splash screen does not close
itself when an xls file is opened with the Macro Warning dialog box
(Macro security set Middle).

Thanks for your attentions.

http://groups.google.com/groups?hl=e...gbl%26rnum%3D8