Personally, with this kind of stuff, I wouldn't use a macro to just update the
prices in place.  In fact, I don't think I'd use a macro at all.

I'd insert a couple of new columns (temporarily) in the Pricelist
workbook--adjacent to the current prices.

The first column would contain an =vlookup() to retrieve any price change from
the Product management workbook:

=VLOOKUP(A2,'[product management.xls]Sheet1'!$B:$H,7,FALSE)

This will return an #n/a if the product key doesn't find a match or it will
return the new price from that product management worksheet.  

And drag down.

Then in the next inserted column, I'd compare the old price with the new price.

Say that returned value was in column C, then I'd use this formula:

=if(isna(c2),"No price on PM",if(b2=c2,"No change","Change"))

Then I'd filter on that column to look at the results.

I'd also spend some time in the PM workbook.  Make sure that there are matches
for product codes and no duplicates codes--with different prices.

If I had to "macro-ize" this, about the only thing I'd do is insert the extra
columns, add the formulas and apply the filter.  The checking would still be
done manually (well, for me anyway).

(From someone who worked in product management and learned not to trust those
people updating price lists.  <vbg>.)