Try this....

Code:
    Dim wbkNew As Workbook
    Workbooks.Add(xlWorksheet).SaveAs Filename:="NewName", FileFormat:=&H34 '33 = XLSX, 34 = XLSM
    Set wbkNew = Workbooks("NewName.xlsm")
    With wbkNew
        .ChangeFileAccess xlReadOnly
        Kill .FullName
    End With