confused

I followed the directions from Gord to the t and when I went to
Tools-Marco-Macros the macro did not show up in the list. Am I missing a
step? Please help.
I too am trying to build a TOC that links to the sheet.
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Here is a macro that will list all sheets onto a new sheet.

Private Sub ListSheets()
'list of sheet names starting at A1
Dim Rng As Range
Dim i As Integer
Worksheets.Add
Set Rng = Range("A1")
For Each Sheet In ActiveWorkbook.Sheets
Rng.Offset(i, 0).Value = Sheet.Name
i = i + 1
Next Sheet
End Sub

If not familiar with VBA and macros, see David McRitchie's site for more on
"getting started".

http://www.mvps.org/dmcritchie/excel/getstarted.htm

In the meantime..........

First...create a backup copy of your original workbook.

To create a General Module, hit ALT + F11 to open the Visual Basic Editor.

Hit CRTL + R to open Project Explorer.

Find your workbook/project and select it.

Right-click and InsertModule. Paste the code in there. Save the
workbook and hit ALT + Q to return to your workbook.

Run the macro by going to ToolMacroMacros.