Macro based on header search

I took your code and modified it and added it to my code but can't get it to work. It goes through the save process (pick location and filename, choose delimiter character) but doesn't save the file or change the format for the cells. Here is what I have:

Public Sub ExportToTextFile(FName As String, Sep As String, SelectionOnly As Boolean)

Dim WholeLine As String
Dim FNum As Integer
Dim RowNdx As Long
Dim ColNdx As Integer
Dim StartRow As Long
Dim EndRow As Long
Dim StartCol As Integer
Dim EndCol As Integer
Dim CellValue As String
Dim Cell As Range
Dim Ext As String
Dim Filename As String
Dim Filepath As String
Dim Rng As Range
Dim Wkb As Workbook
Dim Wks As Worksheet

Application.ScreenUpdating = False
On Error GoTo EndMacro:
FNum = FreeFile

Set Rng = Wks.Range("A1", Wks.Cells(1, Wks.UsedRange.Column))
  If Wks.UsedRange.Rows.Count > 1 Then
    For Each Cell In Rng
     If LCase(Cell) Like "*zip4*" Then
     Cell.EntireColumn.Cells.NumberFormat = "0000"
     Else
     If LCase(Cell) Like "*zip*" Then
     Cell.EntireColumn.Cells.NumberFormat = "00000"
     End If
     End If
    Next Cell
  End If

If SelectionOnly = True Then
    With Selection
        StartRow = .Cells(1).Row
        StartCol = .Cells(1).Column
        EndRow = .Cells(.Cells.Count).Row
        EndCol = .Cells(.Cells.Count).Column
    End With
Else
    With ActiveSheet.UsedRange
        StartRow = .Cells(1).Row
        StartCol = .Cells(1).Column
        EndRow = .Cells(.Cells.Count).Row
        EndCol = .Cells(.Cells.Count).Column
    End With
End If

Open FName For Output Access Write As #FNum

For RowNdx = StartRow To EndRow
    WholeLine = ""
    For ColNdx = StartCol To EndCol
        If Cells(RowNdx, ColNdx).Value = "" Then
            CellValue = ""
        Else
           CellValue = Cells(RowNdx, ColNdx).text
        End If
        CellValue = Replace(CellValue, vbCrLf, "")
        CellValue = Replace(CellValue, vbCr, "")
        CellValue = Replace(CellValue, vbLf, "")
        'CellValue = UCase(CellValue) (This was causing the upper case issue for .jpg)
        WholeLine = WholeLine & CellValue & Sep
    Next ColNdx
    WholeLine = Left(WholeLine, Len(WholeLine) - Len(Sep))
    Print #FNum, WholeLine

Next RowNdx

EndMacro:

On Error GoTo 0
Application.ScreenUpdating = True
Close #FNum

End Sub

Public Sub DoTheExport()

Dim FName As Variant
Dim Sep As String

FName = Application.GetSaveAsFilename()
If FName = False Then
    MsgBox "You didn't select a file"
    Exit Sub
End If
Sep = InputBox("Enter a single delimiter character (e.g., comma or semi-colon)", "Export To Text File")
ExportToTextFile CStr(FName), Sep, MsgBox("Do You Want To Export The Entire Worksheet?", vbYesNo, "Export To Text File") = vbNo

End Sub