Workbook.Close causes 2010 to dump

I have a read_only workbook that creates another workbook then populates it with a pivot table. After successfully creating the pivot workbook it closes itself so the new workbook is the only one left. This has been working for my users on Excel 2000 and 2003 with no problem. We are now moving from 2003 to 2010 and when Excel encounters the .Close for the book it closes the book, the pivot table and chart are clearly displayed and then within less than a second we get ... Excel has encountered a problem and needs to close.
Here is the main thrust of the code:

In the read_only book I have .....

Dim Reportwb As Workbook
Dim Pivotwb As Workbook
...... initialize some variables then ...

Set Reportwb = ActiveWorkbook
Workbooks.Add
Set Pivotwb = ActiveWorkbook
...... set up connection strings etc. then ...

With Pivotwb.PivotCaches.Add(SourceType:=xlExternal)
...... Format the Pivot table fields then ...

Charts.Add
...... Format the chart type etc. then ...

ActiveChart.Deselect

Reportwb.Close SaveChanges:=False

When it encounters the last statement it gives the error. If I comment out the line it works fine. I have tried all different ways to close the book, even trying to close the window but no matter what I do it causes the error. However, if I run it in debug it executes OK! In addition I have tried running it in compatibility mode but it still dumps out! Anybody got any ideas?

I agree entirely but surely you should be able to close the active workbook without Excel dumping? After all it works perfectly well on 97, 2000 and 2003. Any ideas how I could close it? Someone suggested creating the new book in a new instance of Excel but the code would still be executing in the original one and cause the problem?

Yep, I close the workbook that has the code in it. The Close is the very last statement.

Yes. I haven't put the full code in the post but I have all that stuff in and even tried to trap the error but this isn't an alert or a normal VB error. It is a crash in the Excel application that causes everything in that instance to be closed down. I think MS in their wisdom have "fixed a bug" that allowed you to still run VB code even after you had closed the book because it still kept the VB instance running. Anyway, it looks like a work around is in order just like most MS "features". I will let you know if I find a good one.

Ok! I've had to give in on this one and simply do a workaround. Instead of simply closing the book that ran the code and leaving the newly created book as the only one active, I set the code book as read_only and protect it. At the end of the code I simply activate the new book and hide the code book. Then when the user closes excel it disappears. I don't have anyone out there capable of making it visible and then saving their own copy so they can hack it but even if there was I have protected the code as well so they will have to be pretty determined to get into it. It's not ideal but as far as the users are concerned it looks the same and works the same. For anyone out there who is interested it seems like the problem is in 2010 and only when external data is involved. I have created books that simply create other books, do a bit of cell population then close and that works fine. However, if I change the the code to populate the cells via a DB connection when it hits the close it crashes saying it "has encountered a problem and must close"!