I am using a macro to save an XLS however if the file already exists you are
promted, as normal, if you want to replace the file or not (Yes or No). If I
choose "No" I just want to exit the macro however I am prompted with
"Continue, End or Debug".

How can I just exit from this macro gracefully? Turning "Display Alerts"
off is not an option, although it works. My code follows...

Sub SaveXLS()
If Range("A1").Value = "" Then
MsgBox ("Cell A1 must have an entry.")
Else
SaveAsFile = ThisWorkbook.Worksheets("Sheet1").Range("A1")

ChDir "E:\Fun With Excel"

'It is at this next process I have my issue...

ActiveWorkbook.SaveAs Filename:= _
"E:\Fun With Excel\Playing With Excel (" & SaveAsFile & ").xls", _
FileFormat:=xlNormal, Password:="", WriteResPassword:="", _
ReadOnlyRecommended:=False, CreateBackup:=False

End Sub