Hi
It is just possible that the person that sent you the Excel file from 2010 sent it whilst it was open (i.e. file > send > mail recipient) and a flag is still set in the file to say it is open. Try asking the sender to save the file as a 2003 Excel file, then close it and copy the closed file into an email and send it to you.
I am not saying this will resolve your issue but it seems logical.
Let us know how you get on.
Tony (OTPM)