"Run a script" as part of a rule

Hi I'm running Outlook 2003.
I want to run a script when a message with a certain subject arrives.
In the rules and alerts there is a function called "run a script" however if I select this, the box that is shown is empty, and doesn't show any of the marcos that I've created for "ThisOutlookSession".
Why?
and how do I get it run my marco?
Thanks

[VBA]Sub save_newmails_txt(myitem As Outlook.MailItem)
'now you can choose a script called save_newmails_txt
End Sub[/VBA]
You have to add the red text to your sub.

Charlize