Programming :: Can't Get VBA Macro To Run In Powerpoint Slide Show

All I'm trying to do is ShellExecute a program every time a new slide appears.

I'm using Office 2003 Powerpoint.

I did the following:

1. Tools, Options, Security Options, Macro Security, Security Level= Medium

2. Tools, Options, Macro, VBA Editor:

Code:
Sub OnSlideShowPageChange(ByVal SSW As SlideShowWindow)
MsgBox ("OnSlideShowPageChange")
End Sub

3. File, Save

4. Back to PowerPoint: F5) Slide Show, View Show <= Did NOT see the message box

5. Exit out of Powerpoint, reopen the .ppt file, F5) again <= Still don't see the message box

why isn't "OnSlideShowPageChange" getting invoked when I run the slide show?