You have two documents:
1. A source document
2. A target document
The macro is coded on the assumption that it is placed in the source document. Open the source document, press Alt-F11 to open the VBE, and add the macro to that document. Press Alt-F11 again to return to the document. Then open the target document (or, if it's already open, make that document the active one). Then press Alt-F11 to open the VBE, select the macro (in the source document) and press F5 to run it.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]