While trying to run this macro, I get this error. Any insights?

Thanks
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Microsoft Excel
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Method 'Move' of object 'Sheets' failed
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OK
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Here is the Syntax

Sub CombineWorkbooks()
Dim FilesToOpen
Dim x As Integer

On Error GoTo ErrHandler
Application.ScreenUpdating = False

FilesToOpen = Application.GetOpenFilename _
(FileFilter:="Microsoft Excel Files (*.xls), *.xls", _
MultiSelect:=True, Title:="Files to Merge")

If TypeName(FilesToOpen) = "Boolean" Then
MsgBox "No Files were selected"
GoTo ExitHandler
End If

x = 1
While x <= UBound(FilesToOpen)
Workbooks.Open FileName:=FilesToOpen(x)
Sheets().Move After:=ThisWorkbook.Sheets _
(ThisWorkbook.Sheets.Count)
x = x + 1
Wend

ExitHandler:
Application.ScreenUpdating = True
Exit Sub

ErrHandler:
MsgBox Err.Description
Resume ExitHandler
End Sub