I don't have 2003 installed anymore, but I think the steps are to go to Tools, Macro, Macros (or Alt +F8) and type in a name of the new macro.  The VB editor will open and then you can paste the code in.  It should be saved with the spreadsheet then.

Hope my memory serves you well.

Thanks for the suggestions, guys.  After a bunch of research I found that, for Excel macros to be shared across all workbooks, they have to be saved to a spreadsheet called Personal.xls, which resides as a "hidden" workbook in a folder called XLSTART in the Excel application data folder.  (So, for example, in my case it's "C:\Documents and Settings\Scott\Application Data\Microsoft\Excel\XLSTART\personal.xls".)

Now this is all well and good if you're performing a "record macro" routine, but if you have a bunch of VB code that you want to just paste and save, you have to jump through hoops.  First I had to open a blank workbook and "record a macro" (no keystrokes, just start the recording and end it) and tell Excel I wanted to save it in Personal.xls.  Then I had to open Personal.xls and "unhide" the workbook.  Only THEN could I open the macro for editing and paste the code, then I had to "hide" Personal.xls again, then save it to disk.

Once all that was done, the macro was available whenever I opened a new workbook in Excel.  The first time I forgot to "hide" Personal.xls, so that every time I fired up Excel, Personal.xls came up as the default workbook (instead of the usual "Book1.xls".)  Not really a problem because I "save as" and rename every new spreadsheet I create, but it bugged me that it mutated like that.

So there we go, what a pain, but it taught me how to fish, so I'll eat for a lifetime.  In the future I'll just edit Personal.xls directly.  Thanks again for the suggestions.

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Good point, thanks.