Various possible problems

1. The filename will probably actually be FileName.rtf rather than just
FileName

2. The filename that you save the document in Word format should be
FileName.doc. So you may need to do some processing of the strF1Month string
to get the extension right.

3. I would recommend you include the full pathname in strF1Month rather than
just the filename. That way you are not dependent on Word's current folder
happening to be where the file is located.

4. If you have not set a reference to the Word object model in Tools
References, and have instead set a late-bound reference to wdApp using
GetObject or CreateObject, then your code will not know the value of the
constant wdFormatDocument. Put its value in instead, which is 0.