Create a new Excel document. Save it as 'personal.xls' in the folder C:\Program Files\Microsoft Office\Office\XLstart (or wherever your XLstart folder is located - do a search if neccessary).

Open the file (or with the file still open) go Window > Hide. Then File > Close (if prompted to save, click Yes).

This file will open every time you run Excel, but will be hidden. Any macros in it will be available to all workbooks. To add a macro, first choose Window > Unhide. Once the macro has been added, save it and Window > Hide it again.