Dear Paul:

You said the code runs OK in Word 2003 and 2010. Is that on a Windows PC? Note that I use Word 2011 on an Apple Mac! It does not use Windows but the Apple OS X operating system, release 10.7.5. So the problem may be a Mac vs Windows problem.
On my Mac your code produces the same error as my code, but before that your code does insert an endnote, with Roman numbering (i ii iii iv). However, that does not help me. I already have a shortcut for endnotes numbered i, ii, ii. What I need is endnotes numbered 1 2 3, i.e. Arabic numbering.