It's probably not related to your problem, but when I try to run this I get a problem in a different place. You're opening [Try this.xlsm], but when I download it and save it, its name is [Try this.xlsx].

I tried renaming the downloaded workbook as [Try this.xlsm], but Excel balked; it says "Run-time error '1004' / Application-defined or object-defined error". So I tried again by changing the name in the program to [Try this.xlsx]. That opened the workbook just fine, and then consented to save it as [Try this 1.xlsm]. But I didn't get your problem with the last statement, either.

Before I give up, let me try asking questions from another angle: Where are you when you run the "test" macro, and what process do you use to invoke it? Which workbook and sheet is active, what keystrokes or clicks do you use, etc?

Oh, and let's have a better description of the error, too. "Microsoft Visual Basic box with just 400" doesn't convey the right picture to me.