If you're positive that you're not copying from a different instance of excel,
then you may have an addin that is trying to take over.  

I think that there was another poster who found that when he disabled a
commercial addin, that the problem went away.  

You may want to try a test to see if this could be true:
Close excel
open excel in safe mode
windows start button|Run
type:
excel /safe
and hit enter.

Then use File|Open and test it once or twice.  

If the problem doesn't go way, then ignore this message!

But if the problem goes away, are you ready to do some detective work to find
out the culprit?

Chip Pearson has some notes on how to diagnose startup errors:
http://www.cpearson.com/excel/StartupErrors.htm

And Jan Karel Pieterse has more notes:
http://www.jkp-ads.com/Articles/StartupProblems.asp

Essentially, you'll turn off all the addins/startup workbooks and then open
excel.  And then turn on each addin (closing and reopening) one at a time to
find the culprit.  

You'll test it each time you open excel.  If the problem occurs when you turned
on a specific addin/workbook, then you found it!