Ok, These are the steps you should follow in order to try the macro.
1. Open the workbook that contains the data to process.
2. Press Alt + F11
3. In the new window that appears, look the upper-right menu named VBAProject, right click inside it and select Insert - Module.
4. Note an empty page that appears in the left side (that’s the new module). You should paste the code there.
5. To execute the macro, just place the cursor in the code and press F5.
I hope this help you to try the macro.
As I said before, I’ll be glad to help in case you have any problem with the procedure.
Also remember there are other ways to complete this task, which may result more convenient for large amounts of data, so let me know if you need to speed up the macro.