assign macro to activeX combo box

Hi - I would like to assign the macro below to an activeX combo box.

I am right clicking, view code and inserting the macro code between Private Sub ComboBox1_Change() and End Sub, however, to no avail. what am i doing wrong please!

Sub MyPvt()
'
' MyPvt Macro
'

'
    ActiveSheet.PivotTables("PT1").PivotFields("Site Name").CurrentPage = Range("AE1")
    ActiveSheet.PivotTables("PT2").PivotFields("Site Name").CurrentPage = Range("AE1")
    Range("A1").Select
End Sub