Issues with vlookup in Excel

I am trying to to a vlookup in another (opened) workbook.
I have done ths many times with great success.
Since yesterday, I have been working on this. The original sub and stuff were doing some pretty fancy stuff so, I kept trying to go for the basics.

Here is the code I am currently using:

Sub test()


For i = 1 To 20
MsgBox WorksheetFunction.VLookup(i, Workbooks("d:\desktop\testvlookup.xlsm").Sheets("Sheet1").Range("A:B"), 2, False)

Next

End Sub

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I keep getting a subscript error.

If I try the same command from the same workbook (even different pages) with out the

           Workbooks("d:\desktop\testvlookup.xlsm")

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 it will work.

I try and paste "d:\desktop\testvlookup.xlsm" in the run command and it says the book is open, so there is not a typo, and the file etc exists and is in fact open.
This is a very clean test workbook with "sheet1" having colA filled with numers 1-26 and column b filled with A-Z


What am I missing???
Office 2010. 32k  under Win7 64bit


Thanks
Bruce