This works really well using Excel 2007

This works really well using Excel 2007 but I need to get it working with Excel 2003. I've tried hacking the file but I still can't get it to work, even when using a ODS file I've created from using Excel 2003. Is it possible to acheive the same effect with 2003. Currently I'm using VBA to push MDX to the server and then translate the cellset to a worksheet. This issue is that this takes too long on large data sets.