I found this article in Microsoft's Knowledge Base
describes Excel startup folders. It describes setting up files to
automatically open, so you should be able to solve your problem by
doing the opposite of what the article says.
Summarized for your case, here's what you need to do to get rid of
that feature. Open up Excel's options sheet by clicking on Tools and
then Options and then click on the General tab. On that tab you should
see a box labeled "At startup, open all files in". I'm pretty sure
this is where your problem is. Try clearing the box so nothing is
there and restarting Excel. That should solve it!
If not, there's two other locations where files will auto-launch from.
For Windows XP (for other OS's, see the MS article above.) they are:
C:\Program Files\Microsoft Office\Office10\Xlstart
C:\Documents and Settings\User name\Application
You'll want to make sure those folders are empty.
Hope that helps! If you need further clarification on this answer,
please feel free to ask and I'll continue searching for you.
Searched the MS KB (http://support.microsoft.com) advanced search
under Excel 2002 for default folder