'Save as' dialog opens despite Application.DisplayAlerts = False

Hi,
I'm using the following code to save a workbook under a unique name in
a single directory. This code runs on several instances of excel.
Often these save commands happen at the same time.

<begin of code>
RetrySaveHandler:
On Error GoTo RetrySaveHandler
Application.DisplayAlerts = False
ActiveWorkbook.SaveAs Filename:=SaveName, Password:="",
WriteResPassword:="", ReadOnlyRecommended:=False, CreateBackup:=False
Application.DisplayAlerts = True
<eoc>

About 5 times a day, a 'Save as' dialog box opens asking for a file
name, with random looking default filename filled out, like:
7D2E8000
and like
9AB6B000
(i.e. not anything like the SaveName I specified and even without
the .xls extention)

If I then manually set the pointer to 'SaveName', it will save without
a problem.

Unfortunately, the errorhandler doesn't catch the above error.
Is there anyone who understands what is the problem (and/or has an
idea how to solve it ;-) )?

Regards,
Poniente