I am sorry, I should have given you the full code. You basically have to clear
the clipboard of all info and close the wrokbook after you have extracted
whatever info you want from it. This is just an additional line.

Dim WebBk As Workbook
Set WebBk = Workbooks.Open("http://www.nseindia.com/content/fo/fii_stats.xls")

'''''''Apply your code here'''''''

Application.Cutcopymode = False 'Clear clipboard
WebBk.Close

I hope this helps.