Columns("AL:AL") is actually specifying the range "AL1:AL1048576"
You could specify a hard coded range like "AL2:AL2000"
Or find the row of the last used cell on the sheet
Code:
LR = Cells.Find(What:="*", SearchDirection:=xlPrevious, SearchOrder:=xlByRows).Row
and specify the range "AL2:AL" & LR
Or use .Resize to reduce the entire column range and then use .Offset to move the specified range down a row
Code:
Columns("AL:AL").Resize(Rows.Count - 1).Offset(1).SpecialCells(xlCellTypeBlanks).EntireRow.Delete