Dennis

You can try Tony's suggestion.

or you can try this which fixes the error in your code.

Please note that you do not need to select a workbook, worksheet, range etc to work with them - some example listed below your macro

Sub Macro1()

'1. Column reference will always be constant, rows will be variable
'2. Find first non-zero length cell
'3. Find the last cell with data
'4. Select range
'5. Make each value in selected range a working hyperlink


Dim FirstRow As Long
Dim LastRow As Long
FirstRow = Worksheets("Sheet1").Range("a1").End(xlDown).Row + 1 ' this
will give you the row of the 1st blank cell in A
LastRow = Worksheets("Sheet1").Range("a65536").End(xlUp).Row + 1 ' this
will give you the row of the last blank cell in A


Dim myRange As Range
Dim myVar As Range

'This is where I ran into trouble...
Set myRange = Range("A" & FirstRow & ":A" & LastRow) 'set range


'Microsoft KB271856
For Each xCell In myRange
ActiveSheet.Hyperlinks.Add Anchor:=xCell, Address:=xCell.Formula
Next xCell

End Sub


range("a1").value = "Hi"
workbooks("Book1").sheets(1).cells(1,1).value = "Hello"