Make excel macro run on Parallels under MacOsx

I have an Excel spreadsheet that contains macros that operates under Windows 7. When I run the same macro under Parallels on Mac, the macro fails with errors. Project is to get the macro to work correctly under Parallels under MacOSX. The macro is a simple one that goes to yahoo finance and extracts current share prices into spreadsheet lookup table. Working environment is Windows 7 Professional, Office Home & Business 2010 Ver 14.0.5128.5000 Failing environment is MacOSX 10.7.4, Parallels Desktop 7 fro Mac 7.0.15095, Windows 7 Professional, Office Home & Business 2010 Ver 14.0.5128.5000