From a February 8th post:

Newsgroups: microsoft.public.excel.programming
From: "Ron de Bruin"
Date: Fri, 8 Feb 2008 19:11:31 +0100
Local: Fri, Feb 8 2008 11:11 am
Subject: Filesearch error in Excel 2007

Hi Libby

It is removed from 2007

You can use Dir or FSO
See the merge code on my site, you can use that for your macro
http://www.rondebruin.nl/copy3.htm