I'm running Excel 2002 SP3.
The problem doesn't only arise when a macro stops for some reason.
I have a scheduling application which holds a number of data elements in arrays. As the schedule is manipulated the arrays get updated.
If I do this with the VBE open, after one action the at least one of the arrays holding the data is empty and so the schedule is lost. Doing the same thing with the VBE closed it wroks perfectly.