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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

Actually, the default precision was at 5. I changed it to 0, and it seems to have worked. Strange I have to fiddle with precision if the variables are supposed to be binary! :S Thanks!
Shaggy Frog