Hi All,
Greetings

I do recognize several names here as regulars from different Excel groups.
Therefore I thought it could be useful to enter this in a related thread, no matter the date.
I had exact the same problem as the original poster.
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Summary EXCEL Macro 4 Help Files.
The reason I enter this summary since I searched the net and via that channel related groups and threads in function of
the lacking Macro 4 Help files for XL 2003, which brought me somehow in trouble.
I lost my old XLMACRO.CHM by some CPU issues.
This macro language is still important to me (old programs).
That important that I never should have removed Excel 2000 from my CPU, knowing what I know now.
I know that most in this post is said by regulars already. I just wanted to give a related oversight + adding a solution for the XL 2000
XLMACRO.CHM file when to be used for later XL editions.
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Excel 95 and 97:
macrofun.exe
Download:
http://support.microsoft.com/kb/128185/EN-US/
Can be extracted in any directory making the
Macrofun.hlp file available for use.
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Excel 97
Macro97.exe
Download:
http://support.microsoft.com/?id=143466
Will be extracted in the directory
Macro97.exe is located making the
XLMACR8.HLP file available for use.
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Excel 2000
xlmacro.exe
Download:
http://www.microsoft.com/downloads/...F7-D30E-4CE9-8930-5D03748CA5CD&displaylang=en
This file
XLMACRO.CHM can not be extracted but will be correctly installed in Excel 2000.
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Excel 2003
(and possibly XL 2002/XP and later = no personal experience)
xlmacro.exe (see Excel 2000).
AFAIK no specific file for XL 2003 or later editions known
Download: same as Excel 2000
PROBLEM:
This file can not be installed in Excel 2003 (and possibly all other non-XL 2000 editions), since it refuses to proceed after specific checking for the (lacking) presence of an XL 2000 install.
There is no standard manner to extract the final desired
XLMACRO.CHM file
PROCEDURE:
Extract File
xlmacro.exe with ZIP, WINRAR or comparable utilities.
This results in
XLMACRO.MSI and
LAUNCHER.EXE
The needed
XLMACRO.CHM file is included in
XLMACRO.MSI
Download the small freeware MSI Unpacker utility: file
msiprog.zip (only 170 KB) from
http://www.jsware.net/jsware/msicode.php3
The ZIP file includes very clear instructions (
READ FIRST.rtf). The procedure is very simple.
This Utility has to be standard unpacked to whatever arbitrary directory, and doesn't need any install itself (hence CPU and registry remains clean).
Apply as meant and
XLMACRO.CHM will be unpacked and ready for use.
Possible virus scanners (e.g. Norton) can be triggered by the script giving a potential high risk warning. Just allow this script to proceed. This is perfectly safe and harmless code.
This is described in the "Read First" file as well.
This warning is a normal response from security scanners since unpacking an MSI isn't a normal applied/allowed script calling for user's attention.
However:

One can substitute the in XL 2003 included XLMACRO.CHM (11 KB) by the new one (358 KB) XL 2003 can not trigger this Help File as XL 2000 standard did.
Hence manual use (not via Excel) will remain the way to go.
The Excel 2003 Help states:
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Excel 4.0 macro functions
The Microsoft Excel 4.0 Macro Function Help file contains the reference information for all of the Excel 4.0 macro functions (XLM macros) available in Excel. You can download the Excel 2000 Help File: Running Excel 4.0 Macros from Downloads on Microsoft Office Online.
Important You can only use this help file with Microsoft Excel 2000.
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General.
There is and was something strange with these help files.
For people who really want to make sure they can find all Macro 4 functions back they better download all of them.
Functions and/or arguments seemingly disappeared from XLMACRO.CHM which are still 100% functional and rather point to some mistake rather than being a wittingly design choice. If remembering correct there are also added functions or arguments (can't remember exactly which ones). Anyhow it's safe to keep them all.
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I'm not often in Excel groups anymore but thought it was useful to share this.
I also don't feel that one does something wrong by recovering the XLMACRO.CHM file from the XL 2000 download from Microsoft itself, if Microsoft doesn't provide this file themselves without any related preinfo.
The XL 2003 Help itself refers to the XL 2000 download which is unusable AS IS.

Hopes this summary can be helpful for these minor few, more belonging in museums (as I do).
Warm regards
Eric Desart