First of all, all VBA examples on this website use MS Excel 2003 2010 and/or MS Project 2003 2010. Most of the stuff may run with later versions, YMMV. Also, keep an eye on formulas in Excel: you may need to replace each colon with a comma (or tweak your regional settings in Windows).

Add code to MS Excel

• I store all my macros in a central place (personal.xls), so that I can use them in all spreadsheets.
• On my Win7 box, the file is located in %APPDATA%\Microsoft\Excel\XLSTART
• Read, how to add macros to your personal.xls.
• Hide personal.xls when you’re not working on your macros (via Window | Hide).

Add code to MS Project

• I store all my macros in a central place (global.mpt), so that I can use them in all projects.
• On my Win7 box, the file is located in %APPDATA%\Microsoft\MS Project\11\1033
• You can move macros and other settings between different project files and global.mpt using MS Project’s organizer function, see Tools | Organizer.

Don’t forget to backup both files on a regular basis.