BackgroundQuery=False; Webquery

Hi
I am downloading options information for different time periods, so that means I have 12 distinct webqueries.

Here is an example of my code
ThisWorkbook.Sheets("Aug07").QueryTables("Aug07").Connection = "URL;http://finance.yahoo.com/q/op?s=XXXXXXX

ThisWorkbook.Sheets("Aug07").QueryTables("Aug07").Refresh
BackgroundQuery = False

Eventhough I have the backgroundquery=false, there is still a time lag between the time all the sheets are refreshed(data comes in) and the next part of the code executes.

What should I do? Any help with be much appreciated
thanks in advance