VBA - User Prompted to choose source file for Vlookup, Error after file is opened

This macro is just a vlookup. It is supposed to run column A in SITELIST_MACRO against column A in the file the user is prompted to open. Running into an error at the vLookup line. "application-defined or object-defined error"
I am currently at the following code:

Sub vlookup_only() 
 ' vlookup_only Macro ' 
' Keyboard Shortcut: Ctrl+Shift+V 
' Dim myFileName, SITELIST_Macro As Workbook
myFileName = Application.GetOpenFilename

If myFileName <> False Then

With Range("A:A")

Set wbLookupBook = Workbooks.Open(myFileName)

ActiveCell.FormulaR1C1 = "=VLOOKUP(C[-2],[ myFileName.Name]Sites!C1,1,FALSE)"
Range("C2").Select
Selection.AutoFill Destination:=Range("C2:C10000")
Range("C2:C10000").Select

End With

wbLookupBook.Close False

End If
End Sub