Sql on closing Excel

[LAS]

I am runing an update query from excel to a sql database.

The query runs correctly when run BUT,

I also run the query when the workbook closes. At that point I get the following Excel message:
'The action will cancel a pending Refresh Data Command. Continue?'

If select OK the query does not complete, nor does it run if I cancel.

Any ideas how to stop excel from closing the workbook until the query / code has finished running?

Thanks fro your help.