I'm stumped and need help on what could be causing this to happen..............

I need to process several different Excel Workbooks (files) that contain
varied selected sheets within each workbook. Normally I select all workbooks
in focus, then open. I have Macro Security ask me if I'd like any embedded
macros enabled or disabled upon launching each workbook. After all workbooks
are open and after selecting to "disable" each macro - I am ready to PDF each
file for processing. However, I have noticed that ever since I was upgraded
to Microsoft Office 2003 some very strange occurances have been happening
during this process. Each workbook opens one at a time and each asking about
macro activation - I disable all. When I look at all the opened workbook's
sheets only ONE sheet is selected. Originally there would be multiple sheets
selected, but when opening numerous workbooks each one selects/displays only
the first tab. Yet the very last workbook to open will remain with all
selected sheets. The workbooks, before the last to open, each only show one
sheet selected/activated. I can not figure this out and thought that it
might be a macro running upon opening each workbook, but after testing each
macro with a Msgbox popup on opening each workbook - No macro is running on
auto. Could this be a workbook setting of some sort when opening? Any type
of assistance would be helpful. Thank you for your time.