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Default Open Workbk/Close Workbk Done Asynchronously?

For the past 3 years I have been running a stock tracking
system that involves the updating of about 15 workbooks
each day. I do it in a daisey chain manner. I download the
data,
open a workbook, run the update macro, then ask me via
Msgbox if I want to open the next workbook in the series.
This is followed by a question to me via Msgbox asking if I
want to save and close the currently open workbook. This
has worked flawlessly for years.
When I started with Excel 2003, I started getting delays.
When the first prompt to me about openinig the next
workbook occurs, I click YES, then I soon see the question
about closing the current workbook. The trouble is that
the Msgbox window for the first question isn't cleared
completely. When the close function is finished, then at
random times the msgbox from the first question is cleared,
and I see the next workbook. The time intervals vary a
lot, but I almost always have two msgboxes on my screen,
and the first one has the appearance that I haven't pressed
the OK button. It seems that the first question (Open
workbk?) is executing asynchronously with the succeeding
question (Close this workbk?), so their executions finish
at different times, so the msgboxes get cleared at various
times. It's a quite confusing display at times. Anyone
understand what's going on?
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