saving vbs for Workbook that filename always changes

Hi,

I am newbie to vba. i have a script that mass perform some jobs on a workbook. Everyday, i will receive the file from users with different filenames. But the vba script does the same thing for each file as the file were saved with same columns and format. So the question is where do i save the vba script and how do i run it, so that when i open the files and click on vba, it will perform the task on the particular active workbook?