This is something that I just spent quite a bit of time researching. I was able to get my function working.

What version of Access are you in?
Do you use the BuildWizard?

I had my function stored in a Module. Keep in mind, if it's private, you won't be able to access it from the Macro, at least that's what I've experienced.

If you use the build wizard it gives you folders, Built-In Functions and then a folder with the database name. Look in that one after making the function public and then browse to the module or form where the function resides.