Create your macro workbook save it with the name "PERSONAL.xls" in the XLStart Folder.
C:\Documents and Settings\USER NAME\Application Data\Microsoft\Excel\XLSTART\PERSONAL.xls
If you record a macro and select record to "Personal Macro File" it will create the file in your XLStart folder as the default.
I don't use the PERSONAL.xls workbook. You do not have to have it named personal.xls to run macros.