Run Macro on Enter Key

In ThisWorkbook I have the below:

Private Sub Workbook_BeforeClose(Cancel As Boolean)
    Application.OnKey "{ENTER}"
End Sub

Private Sub Workbook_Open()
    Application.OnKey "{ENTER}", "myMacro"
End Sub

And in Module 1 I have the below:

Sub myMacro()
        MsgBox "You pressed Enter Key"
End Sub

This was code provided to me a little while back now and I couldn't ever get it to work, nothing happens when I press enter??? Is it a setting in excel for it not working or is the code wrong? I've attached the workbook.