Pivot Table VBA question

I am trying to implement the code found here....

HTML Code: 

But I don't have blank columns...

So what does this line mean? - I am trying to Debug

If WorksheetFunction.CountBlank(DataRange.Rows(1)) > 0 Then
    MsgBox "One of your data columns has a blank heading." & vbNewLine _
      & "Please fix and re-run!.", vbCritical, "Column Heading Missing!"
    Exit Sub
  End If