Thanks to you both for your suggestions.
@shg
Your code produce a Run-time error '1004'. I'm thinking its probably because there are other sheets in the source file that aren't transferred to our file. I don't know why exactly but that was the outcome.
@Richard
Your suggestion did the job, I added this
stShName = Replace(stShName, Find:="0", Replace:="")
to get rid of the 0 too.

Thanks