A few points...
I wouldn't use Filename as a variable name ... GetOpenFilename will return a Full Path as required in the Workbooks.Open command whereas when using Windows(name) you require just the filename (as you use later for the other file)
... it's not clear whether the Rogin Pareto1.xls is the workbook in which the code resides ... I'm assuming it is... does the following help:
Private Sub CommandButton1_Click()
Dim strFilename As String, rngCopy As Range
strFilename = Application.GetOpenFilename
If strFilename <> "False" Then
Workbooks.Open Filename:=strFilename
Set rngCopy = Range(Cells(1, "A"), Cells(1, "A").End(xlToRight).End(xlDown))
ThisWorkbook.Sheets("Raw Data").Range("A1").Resize(rngCopy.Rows.Count, rngCopy.Columns.Count).Value = rngCopy.Value
Set rngCopy = Nothing
ActiveWorkbook.Close False
Else
MsgBox "Cancel Pressed"
End If
End Sub
Note: when you open a workbook it immediately becomes the activeworkbook so you don't actually need to run the Activate command
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