Bob Phillips wrote:
It sounds as though you have put the routine in the correct place.

I have found what the problem was:

When I went "Tools" / "Macro" / "Visual Basic Editor (Alt+F11)", I
found a blank window titled "Sheet1 (Code)". It seems to me that this
window is basically dead, at least the code for the UDF pasted here is
not picked up.

In order to make the UDF work, I now have to go InsertModule and paste
in the code in a new window, which looks very much like the other
"Sheet1 (Code)" window, except that its title is "Module1 (Code)".

Now it works like a charm!

Thanks a lot.