load testing on excel based reporting services using load runner

I am testing a Excel sheet which has Macros embedded(created using VB Scripts) that connect to a SQL Server database and retrieve and add some data. I have tried protocol advisor to analyse it, but the Excel sheet was not opened
and no steps are recorded, I am using Load runner 11 and the Excel version is MS Excel 2007. Please let me know if possible how to record scripts with excel files and what protocol is needed. And whether LR11 is compatible with MS Excel 2007