I don't think I am understanding this correctly.

I have:
Private Sub Workbook_BeforeClose(Cancel As Boolean)
Application.Run "Sort"
ActiveWorkbook.Save
End Sub

Now when I close the workbook it should run the macro Sort, save the
workbook, and then close it. But when I open my workbook up again it is
the same as it was when I clicked close, the macro didn't run or didn't
save after it ran, what am I doing wrong?