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It's not for the faint-hearted, but there is a way to capture application events (such as someone trying to create a new workbook) in Excel, using something called an event sink. This blog explains how you might go about creating an event sink.
Those who want to add spice to their VBA programming can learn how to create classes, or class modules, and become object-orientated programmers. It's difficult, but fun - and this multi-part blog will guide you along the way.