I added more code for the addin, but still not working. Shortcut key
does not get assigned.

Here is what I have done so far. Thanks for help.

''''''A file named "GoBack.xla"
''''''In Class Modules::EventClass

Public WithEvents App As Application

''''''I put the following section in ThisWorkbook(using workbook
event), it doesn't work
Private Sub App_WorkbookAddinInstall(ByVal Wb As Workbook)
Application.MacroOptions Macro:="ReturnToLastSheet",
HasShortcutKey:=True, ShortcutKey:="Q"
End Sub

Private Sub App_WorkbookOpen(ByVal Wb As Workbook)
OldSheetName = ActiveSheet.Name
End Sub

Private Sub App_SheetDeactivate(ByVal Sh As Object)
OldSheetName = Sh.Name
End Sub

'''''in ThisWorkbook

Dim AppClass As EventClass

Private Sub Workbook_Open()
Set AppClass = New EventClass
Set AppClass.App = Application
End Sub

'in ReturnToLastSheet

'might be wrong but it hasn't come to this far
Sub ReturnToLastSheet()
Worksheets(OldSheetName).Activate
End Sub