Exporting data from Excel 2002

[So]

I have an application with a button (with VBA code) to
export data from Excel to Access. If I open Excel and then
go to File/Open and open my application, everything works
fine. But if I open directly my application (double-click
on the shortcut) the same button just don't work at all!
Someone told me this could be a XP problem... but can
anyone tell me what causes the problem??

Thank you!