For the code below, I get an error the first time through but after that it
then runs without error:

Sub GetWFiles(Wpath As String, WhichWfile As Integer)
Dim qt As QueryTable, Wdat As String
Wdat = Dir(Wpath & "\W*.dat")
etc...

Can anyone tell me why?

Here are more details. The error is:
"Excel cannot find the text file to refresh this external data range. Check
to make sure that the text file has not been moved or renamed, then try the
refresh
again."

I posted all the code of the subroutine in a previous post 3 days ago, which
was perhaps overkill since no one responded. If you're interested, that
message was entitled: "Query Table problem when running first time only"
-Tony