This is a workbook Event macro, it goes in the ThisWorkbook module in the VBA editor. It runs itself based on the event being watched. In this case it triggers itself anytime a new sheet is added.

1) Open the VBA Editor
2) Open the ThisWorkbook module
3) Paste in the event code given above
4) Close the VBA editor
5) Save your workbook as a .xlsm to preserve the vba
6) Try adding a new sheet

http://screencast.com/t/BhpGbBUuWXWP