I have a Word document that has several tables which I would like to pull into Excel (each table on a separate sheet). I have been copying/pasting the tables, but was wondering if there is a macro that can pull them in for me.

I found the following macro online, but when I add it as a module in Excel, I get a run-time error at the 
wdFileName = Application.GetOpenFilename("Word files (*.doc),*.doc", , _
"Browse for file containing table to be imported")
line.

Does anyone know why?

I am using Office 2010, and am on a MAC. I tried this on a PC as well and still got an error. 

Sub ImportWordTable()
Dim wdDoc As Object
Dim wdFileName As Variant
Dim TableNo As Integer 'table number in Word
Dim iRow As Long 'row index in Excel
Dim iCol As Integer 'column index in Excel

wdFileName = Application.GetOpenFilename("Word files (*.doc),*.doc", , _
"Browse for file containing table to be imported")

If wdFileName = False Then Exit Sub '(user cancelled import file browser)

Set wdDoc = GetObject(wdFileName) 'open Word file

With wdDoc
TableNo = wdDoc.tables.Count
If TableNo = 0 Then
MsgBox "This document contains no tables", _
vbExclamation, "Import Word Table"
ElseIf TableNo > 1 Then
TableNo = InputBox("This Word document contains " & TableNo & " tables." & vbCrLf & _
"Enter table number of table to import", "Import Word Table", "1")
End If
With .tables(TableNo)
'copy cell contents from Word table cells to Excel cells
For iRow = 1 To .Rows.Count
For iCol = 1 To .Columns.Count
Cells(iRow, iCol) = WorksheetFunction.Clean(.cell(iRow, iCol).Range.Text)
Next iCol
Next iRow
End With
End With

Set wdDoc = Nothing

End Sub