VBA Error: Object doesnt support the property or method

Not sure what is wrong with this macro but I keep getting an error.
On Excel for Windows, the error is "Run-time error 438 Object doesnt support the property or method". On Excel for Mac, the error is "Run-time error 439 Active X component cant create object".

When I click on 'debug' it highlights this portion of the macro:

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Here's the macro:

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I get the error once I run the macro on excel. Also, the part of the macro that seems to be the cause of the problem is this line:

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Well on Mac for sure. On PC I have no way to know as I can't debug :S. But yeah it's weird that the errors are different..

Someone suggested I add a reference to the microsoft scripting runtime on Tools -> References. Well, I did that on Windows and the same error came up. On MAC I have no way to add that reference (microsoft scripting runtime) as it doesn't even appear! Could that be the problem, at least on MAC?

Ok, I installed Office 2010 on Windows (using 2003 before). The error is still the same, but the line with the issue is the following according to the debug:

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I enabled the microsoft scripting runtime and nothing changed. Perhaps I have to enable others as well?