If you are working on a Windows Vista, 7 or 8 (or maybe more recent?) platform then you may have restricted write permissions in C:\Program Files. In this case, BugsXLA will run WinBUGS but the MS OS may not be allowing WinBUGS to save the results to the file that BugsXLA imports backs into Excel. Often you will see a Black Box Trap #060 error message. In this case you need to move the WinBUGS folder, with all its contents and sub-folders, to a new location. BugsXLA itself must also reside outside of the c:\Program Files location. I suggest having both the WinBUGS (and/or OpenBUGS) folder, as well as the folder with my BugsXLA software (currently downloaded from my site to WinBugsXLA51) located directly under the root directory, i.e. c:\. Remember to change the location for BugsXLA to find WinBUGS via the BugsXLA Options Icon on the Excel Add-In Toolbar.
if this is not the cause of your problem, another common problem is when English is not the default language for Excel. BugsXLA will only work when English settings are used. See other posts in the group, and the Troubleshooting page on my BugsXLA website for information on how to fix this problem.