Not able to use DataObject

Hi,
I'm trying to define an object for copying from Clipboard.

Dim MyData as DataObject
etc.

But this very first statement (within a procedure) fails:
Compile error: User-defined type not defined

What am I doing wrong? I thought this was a default data type.

Thanks a lot!

The example from MS VB Help follows:

Dim MyData as DataObject

Private Sub CommandButton1_Click()
    'Need to select text before copying it to Clipboard
    TextBox1.SelStart = 0
    TextBox1.SelLength = TextBox1.TextLength
    TextBox1.Copy

    MyData.GetFromClipboard
    TextBox2.Text = MyData.GetText(1)
End Sub

Private Sub UserForm_Initialize()
    Set MyData = New DataObject
    TextBox1.Text = "Move this data to the " _
        & "Clipboard, to a DataObject, then to "
        & "TextBox2!"
End Sub