That would imply that either the path or filename is wrong. The following code should replace the function I previously supplied. In this one, we are dynamically working out the path to the Desktop rather than hard coding it (which will allow it to work on other machines). It also returns a message if the passed in file doesn't exist at that location.
Code:
Function InsertAFile(sFile As String)
Dim sPath As String
sPath = Environ("USERPROFILE") & "\Desktop\"
If FileExists(sPath & sFile) Then
Selection.InsertFile FileName:=sPath & sFile, ConfirmConversions:=False, Link:=False, Attachment:=False
Selection.TypeBackspace
Else
MsgBox "File doesn't exist: " & vbCr & sPath & sFile, vbOKOnly, "Missing file"
End If
End Function
Function FileExists(sFilePath As String) As Boolean
Dim FSO As Object
Set FSO = CreateObject("Scripting.FileSystemObject")
FileExists = FSO.FileExists(sFilePath)
End Function