I was curious so I just checked as well - I have version 2003. I tried it with the whole column ref and also got a #NUM error. Quite frankly, whole column refs scare me - it seems dangerous and plain lazy to use them. I think it is worthwhile knowing what range you are dealing with.Your formula returns the correct results for me using Excel 2007. Perhaps avoid using whole column references in an earlier version
=MODE(A1:A20)