Paul,
Office XP does not include VBA support with the default install. You can
always add it by customizing the installation. If Office is already
installed go to the Control Panel and choose Add/Remove Programs. Then
select Microsoft Office XP and press the change button. Form their you can
select VBA support for the listed option.
Many have speculated Microsoft removed VBA from the default install due to
the security issues related to viruses like the Melissa virus. This virus,
and others like it, used VBA to do their dirty work. Without VBA support,
these viruses do not function.
Good luck,
Ty