Runtime error 9 "subscript out of range"

That error translates into: "some object you tried to access by name cannot be found".

So, your code tried to access a workbook in a folder it couldn't find. Or a sheet in a workbook it couldn't find, or something like that. Spelling always counts when addressing commands to objects.

So where is the error??

Dim wb As Workbook
    Dim wbMEgdF As Workbook, wbMEgdB As Workbook ' don't be concerned about these names.
    Dim rH As Range, rF As Range
    Dim sFileName As String
    Dim LenH As Long, LenF As Long
    Application.ScreenUpdating = False ' turn off the screen updating
     'Show the open dialog and pass the selected _
    file name To the String variable "sFileName"
    sFileName = Application.GetOpenFilename
     'They have cancelled.
    If sFileName = "False" Then Exit Sub
    Set wb = Workbooks.Open(sFileName)
    If InStr(1, ThisWorkbook.Name, "megdf", vbTextCompare) Then
       Set wbMEgdF = ThisWorkbook
       Set wbMEgdB = wb
    Else
       Set wbMEgdF = wb
       Set wbMEgdB = ThisWorkbook
       MsgBox "If here in the code, the code is not in the expected workbook, quitting"
       Exit Sub
    End If
    LenH = wbMEgdF.Worksheets("Data&Parms").Range("B1").Value  ' column H of Data&Parms of wbMEgdF
    LenF = wbMEgdF.Worksheets("Data&Parms").Range("B3").Value   ' column F of Output of wbMEgdF
    If LenH = 0 Then
       MsgBox "No entry in MEgdF!Data&Parms.B1 length of data in Data&Parms"
       Exit Sub
    End If
    If LenF = 0 Then
       MsgBox "No entry in MEgdF!Data&Parms.B3 - length of data in output"
       Exit Sub
    End If
    Set rH = wbMEgdF.Worksheets("Data&Parms").Range("H1").Resize(LenH, 1)
    Set rF = wbMEgdF.Worksheets("Output").Range("F1").Resize(LenF, 1)
    rF.Copy
    wbMEgdB.Worksheets("Data&Parms").Range("H1").PasteSpecial xlValues
    rH.Copy
    wbMEgdB.Worksheets("Output").Range("G1").PasteSpecial xlValues
    wbMEgdB.Save  ' making a guess you want to save wbMEgdB.xls
    wbMEgdB.Close
    Set wb = Nothing ' free memory
    Set wbMEgdB = Nothing
    Application.ScreenUpdating = True ' turn on the screen updating
    MsgBox "data transfer complete"
End Sub

You're kidding, right?

When you get the error, click DEBUG. That will highlight the line of code where the failure is occuring. Now you just have to quadruple check that line of code and all the strings mentioned in that line of code.

LenH was declared as a LONG variable, so it can only be a whole number greater than zero.

So the error on that line of code could mean:

1. wbMEgdF no longer is defined. When you debug, hover your mouse over this and see if it pops up a value for wbMEgdF

2. Worksheets("Data&Parms") can't be found in the wb that IS currently defined in wbMEgdF. If #1 is ok, check that current wb for a sheet with that exact name (no hidden spaces at the end).

3. The value in Range("B1") cannot legitimately fill the LenH variable.

You might try one of Excel's built in string functions that might successfully convert a "string" value into a long value...

LenH = cLng(wbMEgdF.Worksheets("Data&Parms").Range("B1").Value)

Glad you found the discrepancy. VBA is unforgiving of object names, and spaces are a pain in the patootie, eh? Good job.