I am running Excel 2003 under Windows XP, and I want to do some data
validation when a cell is changed in the worksheet. Using this example from
Visual Basic Help:

Private Sub Worksheet_Change(ByVal Target as Range)
Target.Font.ColorIndex = 5
End Sub

this Sub is never executed when any cell in the worksheet is changed. I
set a breakpoint in the sub, and it never triggered. Does the sub have to be
in some particular module, or do events have to be activated in some manner?