The yellow highlighting in your picture in the .pdf file you attached is on a line which either had an error occur on it, or you stepped to it using F8 on the keyboard.
Either way, it hasn't been executed yet, so MyFilename could well be empty at this point.
The code hasn't even reached the break point a line below.
What happens if you press F8 a couple of times? Does a message box pop up? If so, does the file name look right?


You still don't seem to have addressed the difference between the active line and the line above: