ActiveWorkBook is ver dangerous code as it depends on what is active at the
time. The workbook running the code is ThisWorkbook. You do not indicate how
the other workbook is created or accessed so it is hard to comment. In
general you want to create a reference to the new workbook as soon as it is
created or accessed.

As a quick and dirty you could check the name of WB against the name of
thisworkbook

this line sets iFname to the active file name
iFname = Application.ActiveWorkbook.Name

'save the active file
Set Wb = ActiveWorkbook
       Application.DisplayAlerts = False
       if Wb.name <> Thisworkbook.name then
         Wb.Save
       else
         msgbox "Wrong file to save"
       end if
       Application.DisplayAlerts = True