Visual Basic for Applications (VBA) are NOT supported in Office 2008. This was by Microsoft's design.

Why was it removed?
Microsoft says Office 2008 was built to be a universal application designed to run on the new Apple Intel processors. The Macintosh VBA compiler was originally designed to run on PPC-based Macs and will not work without serious modifications on the Intel Macs. The modifications would have pushed back the release date of Office 2008.

Options

• Keep both Office 2004 and Office 2008. They can be run at the same time. Just make sure Office 2008 SP 1 has been installed first.
• Stick with Office 2004, running it in Macintosh Rosetta on Intel-based Macs. However, files with the new "m" format (.docm, .xlsm, or pptm) won't run and can't be converted for Office 2004.
• Learn AppleScript. Entourage 2004 has been working without macros since its existence. According to Microsoft, "virtually everything you can do in VBA, you can also do in AppleScript".
• Use a Windows machine.
• If you have an Intel Macintosh, you can use BootCamp and open it in Windows XP.
• Open it within a virtualization program like Parallels or VMWare's Fusion. (Note: At this time, ITCS doesn't support any of these virtual programs.)