Macro / Shortcut error

[Allen]

I have a keyboard shortcut problem with a macro I have
recorded.

The macro opens and formats three text space delimited
files. I know the macro works OK because when I select it
with the mouse in the macro menu and hit Run it works fine.

Now I want to have a keyboard shortcut that will save me
the clicks in the menu. Using Options on the macro menu
allows me to enter a shortcut key (eg ctrl-shift-E).

But when I run the macro using ctrl-shift-E the macro only
works as far as opening the first file. It goes no
further and considers its job done. I don't understand
why this is.

Any ideas?