Issue Trying To Autorun Macro

I have my macro, already created

Sub ConsolidateDestroyData()
 Dim ws As Worksheet, wsMaster As Worksheet, LR As Long
 Application.ScreenUpdating = 0
 Set wsMaster = Sheets("Destroy")
 wsMaster.UsedRange.Offset.Clear
 For Each ws In ThisWorkbook.Worksheets
 With ws
    If .Name <> wsMaster.Name And .Name <> "Live" And .Name <> "Data" And .Name <> "Totals" Then
        .AutoFilterMode = False
            If .Range("H2") <> vbNullString Then
            .Rows(1).AutoFilter 8, "1"
            LR = .Cells.Find("*", , , , xlByRows, xlPrevious).Row
            If LR > 1 Then
                .Range("A2:G" & LR).Copy
                wsMaster.Range("A" & Rows.Count).End(xlUp).Offset(1).PasteSpecial xlValues
                End If
                .Rows(1).AutoFilter
            End If
        End If
    End With
 Next ws

 Application.ScreenUpdating = True
 End Sub

I've now decided I want to autorun this macro on opening the workbook. When I add

Private Sub Workbook_Open()

at the beginning it returns an error.

How and where do I add this command?