Generally, "Device I/O Error" is hardware related. You might give strong
consideration to making sure you have a good backup strategy in place for
whatever drive you are using to save those files on.
BTW: You shouldn't even need the "Unload Me" statement in your sub ... it's
going to be unloaded when the ThisWorkbook.Close statement executes.
The Unload Me may even be confusing things (haven't tested it) because
Unload means to take it out of memory, which would, in theory at least,
remove the code in it also.