First answer off the top of my head (and there are undoubtedly better ones -
heads and answers) is to use a userform instead of a messagebox and make it
non modal. If the UserForm button click sets a public variable and closes
itself, the main macro  can test that variable. (Don't forget to set it back
when the next instance comes up).

I wonder, however if you could run  the macro in the open  instance of excel  if
there is one so avoiding the readonly box  on reopening personal.xls. This
should happen if you tell the scheduler to open the file (.xls) rather than to
open excel and run the file. Not sure if this helps though.

Yes, create a User Form and have it do a 20 second count down. If you do
not click the button within  20 seconds  your automated program can start.
I did the same thing  for an automated Access program. The 20 second
count down form allows me to enter the program without having it run  so
I can do work on it, etc. Here is what you will need to count down for
20 seconds.

I use a non visible label to store the value when I click on the button.
So be sure to add twp labels and a button to your form. One label shows
the 20 second count down, the other is checked by the program to see if
the cancel button has been clicked.

'Allows user time  to cancel automated process
Dim vSecond As Variant
Dim newHour, newMinute, newSecond, waitTime As Variant
Dim i As Integer

lblStop.Caption = 0
newHour = Hour(Now())
newMinute = Minute(Now())
newSecond = Second(Now()) + 20
vSecond = Second(Now())
waitTime = TimeSerial(newHour, newMinute, newSecond)

'This shows a count down timer on the form
i = 20
Do Until Time > waitTime
If lblStop.Caption = 1 Then 'Check hidden label to see if button was
clicked.
cmdStop.Caption = "Cancelled"
Exit Sub
End If
If vSecond = Second(Now()) Then 'The code runs faster than one second
so it takes a few iterations before one second actually passes.
Else
vSecond = Second(Now())
i = i - 1
lblTime.Caption = i
DoEvents
End If
Loop

1.'Push the Freakin Button' may solve your "read only" popup  issue.
Hard to say  without seeing it.

Older versions were freeware. Now shareware.
www.aplusfreeware.com/categories/util/system2.html

2. Could you use a CheckBox that your procedure  checks? : If it's
checked, shut down, else leave excel  running. Or vice versa. I might
use OnTime to ring a warning, say thirty seconds  preceding the shut
down (so that you could have the opportunity to change your mind).

Thanks for the responses. You've given me some interesting ideas to
look into--in the meantime I fiddled some more after a good night's
sleep and ended up what you see below, which works!!!!!!!!!

I really can't tell you how much I appreciate this site. Whether or
not I am sophisticated enough to use the suggestions that you folks
offer, the very act of writing out my request for help seems to help
me to come up with solutions by myself.
.............................................................
Sub Macro1()
Application.OnTime Now + TimeValue("00:01:00"), "EndShow"
ActiveCell.Offset(0, 1).Range("A1").Select
ActiveCell.FormulaR1C1 = "<--------"
ActiveCell.Offset(1, -1).Range("A1").Select
ActiveCell.FormulaR1C1 = " To Stop Excel from Closing Automatically"
ActiveCell.Offset(1, 0).Range("A1").Select
ActiveCell.FormulaR1C1 = "in ONE MINUTE, Hit x Enter above."
ActiveCell.Offset(-2, 0).Range("A1").Select
End Sub
.......................................................
Sub Endshow()
ActiveCell.Range("A1").Select
If ActiveCell.Range("A1").Row <> 1 Then ActiveCell.Offset(-1, 0).Select
If ActiveCell.Value <> "x" Then
ThisWorkbook.Save
Application.DisplayAlerts = False
Application.Quit
End If
End Sub
..............................................................