I think it may have to do with one of two things:

1. On the line starting "Call PlaySound...", the Const is missing an "A" ("SND_SYNC" vs "SND_ASYNC").

2. If that doesn't solve it, you may check that the Alarm function is located in a Module other than one of the Sheet modules or the ThisWorkbook module. When I pasted the code to the ThisWorkbook module, I also received a #NAME? error, but pasting it to Module1 worked fine.