I have written a add-in to get stock quotes from Yahoo! Finance. What I'm
doing is building the URL for multiple tickers and then using the
FollowHyperlink function. This pulls down a .CSV file into an Excel
workbook. Works great, except that I get a message box saying that it is
opening a file with the URL as a name and that "some files may contain
viruses....Would you like to open this file?"

I would like to stop that message box from appearing. Since it is a plain
text .csv file, it is perfectly safe. Also, the message box has no effect
at all. If I click the OK button, the file loads and everything works fine.
Strangely, if I click the Cancel button the exact same thing happens.
Anyway, I've tried every trick I can think of to get rid of it.
Application.DisplayAlerts = False doesn't work, nor do the several other
things that I tried (basically some things I found in the help file and I
now can't remember).

I'm not even sure what application is launching this message box. The title
of the message box is "Microsoft Office". When using the FollowHyperlink
function to download a file does Excel invisibly launch the default browser?
I have set screenupdating to false while downloading and processing the .csv
file, but even with it set to true I've never seen a browser window open.

Any ideas?

Thanks,

Tim