import csv macro for excel 2000 and up

I have a macro assigned to a button that is used to import a csv file into an existing sheet named "Data". The macro was created using Excel 2010. I would like the macro to also work in all previous versions back to Excel 2000. Is it possible to adapt the code to work on Excel 2000 and up? Below is the code I am using. Thanks in advance!

Sub load_csv()
    Dim fStr As String

    With Application.FileDialog(msoFileDialogFilePicker)
        .Show
        If .SelectedItems.Count = 0 Then
            MsgBox "Cancel Selected"
            Exit Sub
        End If
        'fStr is the file path and name of the file you selected.
        fStr = .SelectedItems(1)
    End With

    With ThisWorkbook.Sheets("Data").QueryTables.Add(Connection:= _
    "TEXT;" & fStr, Destination:=ThisWorkbook.Sheets("Data").Range("$F$6"))
        .Name = "CAPTURE"
        .FieldNames = True
        .RowNumbers = False
        .FillAdjacentFormulas = False
        .PreserveFormatting = False
        .RefreshOnFileOpen = False
        .RefreshStyle = xlInsertDeleteCells
        .SavePassword = False
        .SaveData = True
        .AdjustColumnWidth = True
        .RefreshPeriod = 0
        .TextFilePromptOnRefresh = False
        .TextFilePlatform = 437
        .TextFileStartRow = 1
        .TextFileParseType = xlDelimited
        .TextFileTextQualifier = xlTextQualifierDoubleQuote
        .TextFileConsecutiveDelimiter = False
        .TextFileTabDelimiter = True
        .TextFileSemicolonDelimiter = False
        .TextFileCommaDelimiter = True
        .TextFileSpaceDelimiter = False
        .TextFileColumnDataTypes = Array(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1)
        .TextFileTrailingMinusNumbers = True
        .Refresh BackgroundQuery = False

    End With
End Sub

Have you tried this on Excel 2000?
Did it fail?

When you compile or DEBUG the error, which line is highlighted?

Thanks for taking the time to help me. When I select the import data button using Excel 2000, I get "Run-time error 438" displayed. Debugging shows highlighted in yellow the following:

With Application.FileDialog(msoFileDialogFilePicker)

A couple of other techniques to test, see if you can get the results you need:

Sub GetFileName()
'Open browse window to select file, put filename into a cell
Dim fNAME As String

    fNAME = Application.GetOpenFilename("Microsoft Office Excel Files (.xls),.xls")
    If fNAME = "False" Then Exit Sub

Sub GetFileName()
'requires reference to Microsoft Office 11.0 Object Library
Dim fName As String

    With Application.FileDialog(msoFileDialogOpen)
        .InitialFileName = "C:\2010\Test\"
        .AllowMultiSelect = False
        .Filters.Add "All Files", "*.*"        'everything
        .Filters.Add "Text Files", "*.txt", 1  'default
        .Show
        If .SelectedItems.Count > 0 Then
            fName = .SelectedItems(1)
        Else
            Exit Sub
        End If
    End With

Turn on the macro recorder and let it record you doing an Import Data from File routine. That recorded macro can then be tweaked to use the one of the "get filename" methods you've already explored and insert that filename into the macro you recorded at the appropriate spot.