It says I have macros - BUT I DON'T!! - Why???

You open the Excel file and up pops the dialog box asking you if you want to enable macros - "What macros" you scream, as you know you don't have any. Well the reason is because you still need to delete any empty modules that housed those macros. Just the fact that those modules are there means you will get that message, but to fix it is usually a simple affair.

Hit ALT+F11 and this will open the VBE (Visual Basic Editor)
Top left you will hopefully see an explorer style pane. Within this pane you need to search for
your workbook's name, and when you find it you may need to click on the + to expand it. Within
that you should see the following:-

VBAProject(Your_Filename)
Microsoft Excel Objects
Sheet1(Sheet1)
Sheet2(Sheet2)
Sheet3(Sheet3)
ThisWorkbook
Modules
Module1
Module2
etc etc (You may have just 1 of these)

If you have named your sheets then those names will appear in the brackets above as opposed to
what you see at the moment in my note.

Right click on the modules and select remove. When prompted with a question re exporting, just
hit no. Then hit File / Close and return to Microsoft Excel and save the file.