Download from web w/ macros - Excel Doesn't Open Sometimes?

I have a webapp that does some processing, then redirects the browser
(IE6, intranet) to a static XLS file on the server.

The XLS file has a Workbook_Open macro.

Sometimes, the download begins and I get the popup to either disable or
enable macros. I click enable, but then the file never opens. There is
no EXCEL.EXE process running, and the web browser is no longer showing
activity. The request is complete, but it's just lost - Excel doesn't
open at all.

If I run the webapp function again, the same popup happens, but then it
opens just fine.

I would say it fails to open Excel maybe 10% of the time, and it
appears to me to be random. I can't find any correlation with anything
else I am doing.

I happen to be using Excel 2003 at the moment, but I noticed the same
behavior with Excel 2002.

Any hints about what could be happening?

Thanks,

Matt Kruse