Excel 2007 : Runtime error running macro to open IE and search for string

Hello I am having a problem with this code:

Sub AutomateIE()
    Dim ie As InternetExplorer
    Dim RegEx As RegExp, RegMatch As MatchCollection
    Dim MyStr As String
     
    Set ie = New InternetExplorer
    Set RegEx = New RegExp
     
     'Search google for "vbax kb"
    ie.Navigate "http://www.google.com.au/search?hl=en&q=vbax+kb&meta="
     
     'Loop unitl ie page is fully loaded
    Do Until ie.ReadyState = READYSTATE_COMPLETE
    Loop
     
     'String to parse google search for a VBAX reference
    With RegEx
        .Pattern = "www.vbaexpress.+?html"
        .MultiLine = True
    End With
     
     'return text from google page
    MyStr = ie.Document.body.innertext
    Set RegMatch = RegEx.Execute(MyStr)
     
     'If a match to our RegExp searchstring is found then launch this page
    If RegMatch.Count > 0 Then
        ie.Navigate RegMatch(0)
        Do Until ie.ReadyState = READYSTATE_COMPLETE
        Loop
        MsgBox "Loaded VBAX link"
         'show internet explorer
        ie.Visible = True
    Else
        MsgBox "No VBAX link found"
    End If
     
    Set RegEx = Nothing
    Set ie = Nothing
End Sub

Every time i try to run it comes up with "User-defined type not defined"

Any ideas?