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Из помощи по Excel XP Application.Quit :

If unsaved workbooks are open when you use this method, Microsoft Excel displays a dialog box asking whether you want to save the changes. You can prevent this by saving all workbooks before using the Quit method or by setting the DisplayAlerts property to False. When this property is False, Microsoft Excel doesn’t display the dialog box when you quit with unsaved workbooks; it quits without saving them.

If you set the Saved property for a workbook to True without saving the workbook to the disk, Microsoft Excel will quit without asking you to save the workbook.

SP3 стоит ?