I found a macro that I need desperately located here http://help.solidworks.com/2012/English/api/sldworksapi/Lock_all_External_References_Example_VB.htm

So I went into an assembly hit record macro on the macro tool bar stopped it without doing anything and saved it. Then I cut and patsted the text above into the macro when in the editing mode for the macro. Saved again and tried to run it. Nothing happens.

What am I doing wrong?