Dave,
Try the macro below. Just change the path to your folder....
HTH,
Bernie
MS Excel MVP
Sub TransformCSVToXls()
Application.DisplayAlerts = False
myFile = ActiveWorkbook.Name
myPath = "C:\Documents and Settings\DEITBE\My Documents\Excel\Delete These\"
WorkFile = Dir(myPath & "*.CSV")
Do While WorkFile <> ""
Application.StatusBar = "Now working on " & WorkFile
Workbooks.Open FileName:=myPath & WorkFile
MsgBox ActiveWorkbook.Name
ActiveWorkbook.SaveAs FileName:=myPath & _
Left(ActiveWorkbook.Name, Len(ActiveWorkbook.Name) - 4), FileFormat:=xlNormal
ActiveWorkbook.Close
Windows(myFile).Activate
WorkFile = Dir()
Loop
Application.StatusBar = False
End Sub