I have tried to add the below VBA-code from
http://www.ozgrid.com/VBA/autofilter-criteria.htm in a new module, but
it continues to return #NAME? when I try to use the function:

Function AutoFilter_Criteria(Header As Range) As String
Dim strCri1 As String, strCri2 As String

    Application.Volatile

    With Header.Parent.AutoFilter
        With .Filters(Header.Column - .Range.Column + 1)

            If Not .On Then Exit Function

                strCri1 = .Criteria1
            If .Operator = xlAnd Then
                strCri2 = " AND " & .Criteria2
            ElseIf .Operator = xlOr Then
                strCri2 = " OR " & .Criteria2
            End If

        End With
    End With

    AutoFilter_Criteria = UCase(Header) & ": " & strCri1 & strCri2
End Function

Does this indicate an error in the VBA syntax or perhaps that the module
is not made available?

Mogens