"FileOpen" in Macro won't Open a Project Plan with Cross-Links

[MED]

I am trying to write a macro which begins by opening a project plan from
Project Server which has cross-links to other server based project plans. I
can open non-cross-linked files. But when the Project Plan has cross-links I
get an error dialog box which tells me "The Project Server is unable to
process the Request.
The Project is not checked out to you....." What can I do to prevent this
from interfering with the normal macro processing? HELP, I have tried
everything I can think of !!?!!?!.!?!.!?!.?!.!