I use a macro to make changes on each sheet of each workbook in a given folder on my computer.
Sequence of events:
- Open each Excel file within the user-selected folder 
- Perform a task on each sheet in the workbook 
- Save the file 
- Close the workbook 
The macro doesn't work. The problem seems to be arising from Selection.AutoFilter.
Sub LoopAllExcelFilesInFolder()
    'OBJECTIVE: To loop through all Excel files in a user specified folder and perform a set task on them
    'SOURCE: www.TheSpreadsheetGuru.com
    Dim wb As Workbook
    Dim Current As Worksheet
    Dim myPath As String
    Dim myFile As String
    Dim myExtension As String
    Dim FldrPicker As FileDialog
    'Optimize Macro Speed
    Application.ScreenUpdating = False
    Application.EnableEvents = False
    Application.Calculation = xlCalculationManual
    'Retrieve Target Folder Path From User
    Set FldrPicker = Application.FileDialog(msoFileDialogFolderPicker)
    With FldrPicker
        .Title = "Select A Target Folder"
        .AllowMultiSelect = False
        If .Show <> -1 Then GoTo NextCode
        myPath = .SelectedItems(1) & "\"
    End With
    'In Case of Cancel
    NextCode:
    myPath = myPath
    If myPath = "" Then GoTo ResetSettings
    'Target File Extension (must include wildcard "*")
    myExtension = "*.xlsx*"
    'Target Path with Ending Extention
    myFile = Dir(myPath & myExtension)
    'Loop through each Excel file in folder
    Do While myFile <> ""
        'Set variable equal to opened workbook
        Set wb = Workbooks.Open(Filename:=myPath & myFile)
    
        'Ensure Workbook has opened before moving on to next line of code
        DoEvents
    
        'Task: For each worksheet, delete the first column, make A1 bold, and filter and remove all rows in column A that do not contain anything
        For Each Current In wb.Worksheets
            Columns("A:A").Select
            Selection.Delete Shift:=xlToLeft
            Range("A1").Select
            Selection.Font.Bold = True
            Selection.AutoFilter
            ActiveSheet.Range("$A$1:$A$5000").AutoFilter Field:=1, Criteria1:="="
            Rows("2:2").Select
            Range(Selection, Selection.End(xlDown)).Select
            Selection.Delete Shift:=xlUp
            ActiveSheet.ShowAllData
            Range("A1").Select
         Next
    
        'Save and Close Workbook
        wb.Close SaveChanges:=True
      
        'Ensure Workbook has closed before moving on to next line of code
        DoEvents
        'Get next file name
        myFile = Dir
    Loop
    'Message Box when tasks are completed
    MsgBox "Task Complete!"
    ResetSettings:
    'Reset Macro Optimization Settings
    Application.EnableEvents = True
    Application.Calculation = xlCalculationAutomatic
    Application.ScreenUpdating = True
End Sub
 
     
    