several very important questions about excel

1) Is it possible to close only that file(book), which is currently open with Windowse close (X) button in the right upper corner, without closing other files(books) of Excel

2) I think this question depends from 1st one:
- When I'm working and I've done several mistakes, I can use UNDO (Ctrl +Z) function of Excel. But when I use UNDO it returns back for one step and it can be changed also in other files (if there are opened several). But I want to back datas only in this file, not others.

3) I wrote simple Macros that shows message box. Is it possible to run this macros when I'm opening the file. I mean when I open the file -> that MsgBox is shown. How can I do it? Or Should I add some codes in VBA?

Questions look like a little bit crazy , but I'll be very glad to know how to do that .
Thanks a lot.

1) I don't think it is. Instead of using the 'x' in the application title bar, use the 'x' in the menu bar (just below the application title bar) or in the workbook title bar to close just the active workbook.

2) I'm not aware of any way to make undo specific to the active workbook.

3) Call your code from a workbook_open event procedure.