Change to:
Code:
ActiveSheet.Hyperlinks.Add Anchor:=Selection, Address:="", SubAddress:="'" & Selection.Value & "'!A1"
but you could try this instead:
Code:
Sub FShyeperlink()
Dim cll As Range
'On Error Resume Next' only use this if you need it.
For Each cll In Selection.Cells
cll.Hyperlinks.Delete
cll.Parent.Hyperlinks.Add Anchor:=cll, Address:="", SubAddress:="'" & cll.Value & "'!A1"
Next cll
End Sub