You need to use a fourth argument FALSE in your formula.
=VLOOKUP(B4,'[GT Master Quote Tool.xls]Sheet1'!$A$2:$E$10000,2, false)
This is what Help has to say:
range_lookup Optional. A logical value that specifies whether you want
VLOOKUP to find an exact match or an approximate match:
a.. If range_lookup is either TRUE or is omitted, an exact or approximate
match is returned. If an exact match is not found, the next largest value
that is less than lookup_value is returned.
Important If range_lookup is either TRUE or is omitted, the values in
the first column of table_array must be placed in ascending sort order;
otherwise, VLOOKUP might not return the correct value.
For more information, see Sort data.
If range_lookup is FALSE, the values in the first column of table_array do
not need to be sorted.
b.. If the