Removing VBA Modules in Excel doesn't succeed.

I'm trying to create a subroutine in the Excel 2002 VB Editor to automatically remove the module once all the script has finished running (trying to automate a daily process using Excel Macros that run when the worksheet is opened). My goal is to save the resulting sheet as a new sheet, and not have the macros follow it, thus bringing up the "Enable Macros/Disable Macros" warning that's featured in Office XP.

My Code is this:

Private Sub Auto_Open()
    ' MsgBox "Running Workbook_Open . . ."
    Dim sTest As String
    sTest = Range("A2").Value
    If sTest = "" Then
        dataExtract
    End If
End Sub
Private Sub dataExtract()
    ' MsgBox "Running dataExtract . . ."
    ' Create a connection object.
    Dim cnPubs As ADODB.Connection
    Set cnPubs = New ADODB.Connection

    ' Provide the connection string.
    Dim strConn As String

    'Use the SQL Server OLE DB Provider.
    strConn = "PROVIDER=SQLOLEDB;"

    'Connect to the Pubs database on the local server.
    strConn = strConn & "DATA SOURCE=[Server];INITIAL CATALOG=[pubs];"

    'Use an integrated login.
    strConn = strConn & " INTEGRATED SECURITY=sspi;"

    'Now open the connection.
    cnPubs.Open strConn


    ' Create a recordset object.
    Dim rsPubs As ADODB.Recordset
    Set rsPubs = New ADODB.Recordset
    Dim dtYesterday As String
    Dim dtToday As String

    dtToday = DatePart("w", Date)
    If dtToday = "2" Then
        dtYesterday = Date - 3
    Else
        dtYesterday = Date - 1
    End If
    ' MsgBox dtYesterday
   
    With rsPubs
        ' Assign the Connection object.
        .ActiveConnection = cnPubs
        ' Extract the required records.
        .Open "Select e.programno, e.programdate, c.LName, c.FName, c.PaxId from EnrollmentsHist e, Customer c where (e.XActDate >= '" & dtYesterday & "') AND (c.PaxID = e.PaxID) AND (e.LastXAct = 'C') AND (e.ClientID in ('eh', 'ehd', 'rs'))"
        ' Copy the records into cell A1 on Sheet1.
        Sheet1.Range("A2").CopyFromRecordset rsPubs

        ' Tidy up
        .Close
    End With

    cnPubs.Close
    Set rsPubs = Nothing
    Set cnPubs = Nothing

    sortData

End Sub

Private Sub sortData()

    Columns("A:E").Select
    Selection.Sort Key1:=Range("A2"), Order1:=xlAscending, Key2:=Range("B2") _
        , Order2:=xlAscending, Header:=xlGuess, OrderCustom:=1, MatchCase:= _
        False, Orientation:=xlTopToBottom, DataOption1:=xlSortTextAsNumbers, _
        DataOption2:=xlSortNormal
       
    DeleteThisModule
   
End Sub
Sub DeleteThisModule()

    MsgBox "Hi, I will delete myself "
   
    ActiveWorkbook.VBProject.VBComponents.Remove ActiveWorkbook.VBProject.VBComponents("Module2")

End Sub
____________________________

I don't get any errors, and once the marcos are done running the code window in the VB Editor closes, but the module isn't actually removed. I've also tried these sets of code in Sub DeleteThisModule(), but had the same lack of results:

(From http://www.mrexcel.com/archive2/36300/41840.htm)
Dim VBComp As VBIDE.VBComponent
Dim VBComps As VBIDE.VBComponents
Set VBComps = ActiveWorkbook.VBProject.VBComponents
For Each VBComp In VBComps
   Select Case VBComp.Type
      Case vbext_ct_StdModule, vbext_ct_MSForm, vbext_ct_ClassModule
        MsgBox VBComps
         VBComps.Remove VBComp
      Case Else
         With VBComp.CodeModule
            .DeleteLines 1, .CountOfLines
         End With
   End Select
Next VBComp

and...

(From http://www.ozgrid.com/VBA/delete-module.htm)
 Dim vbCom As Object
    Set vbCom = Application.VBE.ActiveVBProject.VBComponents
    vbCom.Remove VBComponent:= _
    vbCom.Item("Module1")

I have the "Tools > Macro > Security..." "Trust access to Visual Basic Project" checked already.
I have MS VB for Applications Extensibility 5.3, MS ActiveX Data Objects Recordset 2.8 Library, MS ActiveX Data Objects 2.8 Library, XLODBC.XLA, MS Office 10.0 Object Library, OLD Automation, MS Excel 10.0 Object Library, and Visual Basic for Applications all loaded from Tools > References in MS VB Editor.

500 Points because a quick solution would be best, also this seems difficult enough to merit them.