I don't have the macro so I can't test this but a lot of the file
access functions do not like expressions in the function. You can avoid
this by creating a temporary string to hold the value you are
evaluating. Try adding:

Dim myFileName as String
myFileName = "C:\Documents and Settings\AllUsers\Documents\Coop
Students\Small Package Rates\UPS rates\" & nm & "\Air\" & filetypenm

and changing the action to:

Application.GetOpenFilename(myFileName)