Hi Mike - welcome to VBAX!
To manually link the button and macro, try clicking on your button from the toolbar. If nothing has been assigned to it, your should get a dialog box to assign a macro. This works in XLXP and XL2K3; I don't have XL2K to test.
Alternately, you can get to the right-click options stated in the help file to assign a new macro, or change the assignment to a new macro if one was previously assigned. The trick is to change the context of the right-click menu.
1. Right click the button and select Customize.
2. While the Customize dialog is displayed, right-click on your button again
The menu now displays options for working with the button's properties.
If you want to create the button and assign the macro using VBA, the following code is an example:
'This actually creates a new toolbar
Set myBar = CommandBars _
.Add(Name:="ChangingButton", Position:=msoBarTop, _
Temporary:=True)
'create the button on the new toolbar
'alternately, you can replace myBar.Controls to one of the built-in toolbars
Set oldControl = myBar.Controls _
.Add(Type:=msoControlButton, _
ID:=21)
'Assign the macro to the button
oldControl.OnAction = "myMacro"
'make the toolbar visible
myBar.Visible = True
Cheers,
James