convert thousand sas created xml files to excel format

i used SAS ODS created 5000 xml files, and they all need to be converted to excel foramt (both xls, xlsx are OK). And i find the post in the forum
http://www.excelforum.com/excel-prog...open-them.html
and it looks like the problem were solved. Leith Ross showed a good piece of code could solve the problem.

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but my problem is i have totally no any knowledge about excel macro or vba programming. i do not know where/how to use this code. Can somebody help on it.
i went to the developer site, and click the view basic button, and paste the code there, and change the file path to the path where my documents are located, and did not touch any other piece, and click the run button, and nothing happen. Can somebody let me how to make the code working?

Any body any idea? Thanks.

still waiting for a solution. many many thanks.