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Default Indirect.ext Function Isn't Working for me

I have 3 workbooks that I am trying to link into a new separate
workbook. Each of the 3 workbooks has 20 worksheets. Previously, I
used the indirect function within each individual workbook so each
workbook would have the data consolidated on one page (and then I used
another workbook to consolidate all the data using simple cell
references). I would like to avoid this step and have all the
information in a separate sheet by using the Indirect.ext (so that the
other workbooks don't need to be open to pull the information). But I
am having difficulties getting this to work. I am using the function
=INDIRECT.EXT("'["&$F$2&"]"&E2&"'!"&$E$1), where F2 refers to the
workbook, E2 to the worksheet and E1 to the specific cell that I am
referencing.

In F2 is the File Name (Test Grid B.xls), In E1 is the cell location
(B15) that the information will be pulled from and in E2 in the sheet
name (ie. Sheet1).

For F2, I am currently not using the path on my computer. I tried to,
but it wouldn't work at all if I did that. If I just put the file
name, it will pull the data, but it won't keep it if I close the other
workbook. I thought that downloading indirect.ext would solve this,
but it hasn't.

Can anyone provide some guidance? Or make a suggestion of a better way
to do this?

Thanks.
 
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