Disclaimer: I'm not sure if the problem lies in OpenOffice, the WebDAV Launcher, the Office Connector, or Confluence itself.

Steps to reproduce

1. Attach an XLS (not XLSX) document to a Confluence page, add the Office Excel macro to the page with that attached document.
2. Click the Edit Document link, enter the username/password details in OpenOffice when prompted.
3. Make a change and save the document.

Expected results

The document is saved back to Confluence and the edit is visible when refreshing the Confluence page.

Actual results

OpenOffice pops up with an error:

Error saving the document <document name>:
The object cannot be created in directory
https://example.atlassian.net/wiki/plugins/servlet/confluence/editinword/<pageid>/attachments/.

The same applies when using it to edit Word documents.

Workaround

Using OpenOffice 3.2.0 (which can be downloaded from here) allows the files to be saved back to Confluence.