Shared excel workbook, wont be shared -

Hi
We have a Sharepoint 2010 in our domain, and many of our users would like to edit on the same documents and excel spreadsheets. 
The documents are no problem. If user A open a doc and then user B, they both can edit on the same documents, and also get a notification that there is someone else that is doing editing at the same time.
I would like to do the same with Excel - but I cant get it to work. 
I have uploaded a Excel sheet, gone to Review - Share Workbook, allow several users to edit: This allow also a merge of workbooks (something like that - :) 
So when users a open this Workbook, and start editing - then user B opens as well - he then get the "This file is locked for editing by domain\user would: A: Show a readonly copy B: Same and edit a copy of the file..
Argh......
If I take the same file, put it on a shared folder - both users can edit at the same time.
User A and B have full control on the Sharepoint doc library.
Why is this happening?
Thanx for any help.
N

Hi, and thanx for the reply.
But no, I have the same setting on the doc.library - but I still get "This file is locked for editing
by domain\user " etc.
Any other idea?

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