Excel FollowHyperlink loads URL twice

I'm writing a web app which receives data from Excel 2010 on Windows 7 (64 bit). I'm using a small VBA macro for data upload and web page opening. However, when using ActiveWorkbook.FollowHyperlink in VBA the website is not opened by my default browser initially (Chrome in my example), but by some MS Office internal Internet Explorer instance. I'm redirecting from this first URL … and my real web browser is called on the redirected URL only. Got it? The header of the first access contains the following user agent:

User-Agent: Mozilla/4.0 (compatible; MSIE 7.0; Windows NT 6.1; WOW64; Trident/4.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; Media Center PC 6.0; .NET4.0C; ms-office)

The server response with a redirect and the other url is called by the same user agent. At the end this second url is opened with my default browser, which happens to be:

User-Agent: Mozilla/5.0 (Windows; U; Windows NT 6.1; en-US) AppleWebKit/534.3 (KHTML, like Gecko) Chrome/6.0.472.63 Safari/534.3

Unfortunately this is not useful, as I'm setting a cookie at the first request (where the redirect occurs). I only found an ugly solution using ShellExecute (so far):

Private Declare Function ShellExecute Lib "shell32.dll" Alias "ShellExecuteA" (ByVal hwnd As Long, ByVal lpOperation As String, ByVal lpFile As String, ByVal lpParameters As String, ByVal lpDirectory As String, ByVal nShowCmd As Long) As Long

and then opening the website by:

ShellExecute 0, vbNullString, "http://...", vbNullString, vbNullString, vbNormalFocus

Others seem to have the same problem (​http://groups.google.com/group/microsoft.public.excel.programming/browse_thread/thread/3191ab7cbebe38e8). But ShellExecute really should only be a last resort. Never mind, it's just Microsoft.