According to your sample data A6 should be 24/06/2011 (not 22nd) try that.

Reason it failed is because because the TimeIn is before the dFirst time
(see top of the code). Alternatively you could leave as is and change
dFirst = #6/22/2011 8:00:00 AM#
to
dFirst = #6/22/2011 7:00:00 AM#

However you won't get the anticipated results in your OP of course.

Apart from the above the entries can be in any order, providing alltimes are
between dFirst and dLast

Regards,
Peter T