Excel workbook files can be saved as files on disks with VBA and/or OLE commands. To prevent this hack, XLS Padlock has a security option named “Do not allow loading/saving other workbooks”.

Turn this feature on. If you are having issues with that feature (for instance, your workbook must save other workbooks with VBA), some solutions exist.

Password protect your workbook   |   Forbid access to the VBA editor (VBE)