You can save the macro to your personal.xls file or master file and scroll through books with vba and activate them before running your macro. As far as I know, you still have to open them with vba.
You can use something like this:
sub LoopFiles
Dim sFiles(1 to 10) as string 'You could also read this from a range in a masterfile
sFiles(1) = "Filename1.xls"
.
.
sFiles(10) = "Filename10.xls"
Dim wb as Workbook
Dim iCount as integer
iCount = ubound(sFiles)
Dim iCount2 as integer
For iCount2 = 1 to iCount
Workbooks(sFiles(iCount2)).open
Workbooks(sFiles(iCount2)).activate
Call YourMacro
Workbooks(sFiles(iCount2)).close
next iCount2
end sub
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