After reading Kevin's response...
If you save the file as an addin, then you can use tools|addins will work ok (as
will saving the addin in XLStart).
If you want to save the file as a normal workbook, then most people would save
the file and name it personal.xls and store in that XLStart folder.
If the file is saved as an addin, you'll be able to use a formula like:
=myFunction(a1)
If you save the file as a normal workbook (personal.xls in xlstart), you'll have
to use:
=personal.xls!myfunction(a1)
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Most people will save that personal.xls file as a hidden file.
With personal.xls the active workbook, window|hide, then close excel and answer
yes to save it. The next time you start excel, personal.xls will open in a
hidden state.