Due to the finite precision of computers and the nature of the optimization algorithms, the solver has tolerances built in. I would try selecting the Options button on the Solver Parameters dialogue box and then increase the Precision (say from the default of 0.000001 to 0.00000001). I am not sure if this will work, but it is worth a try.
My company makes a commercial grade solver hooked to Excel called What’sBest. If the above does not work you could consider it. You can find more info at www.lindo.com