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Default Can't Open Text File From Website in Excel 2010

I have a simple macro that opens a text file from a data provision
website that I subscribe to. When run, a box pops up asking for the
userid and password for the website. Once entered, the file opens.
This macro works in Excel 2003 and Excel 2007, but not in Excel 2010.
I've tried changing the many various security settings in Excel 2010,
but no luck so far. Any suggestions?

This the line of code that fails:
Workbooks.Open Filename:="http://acs.barchart.com/mri/data/
mrd01181.txt" (for example)

In the older versions of Excel, this works whether the address is
acs.barchart.com or www.barchart.com. In Excel 2010, it fails either
way. I have also tried using the workbooks.opentext method, but that
also fails.
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