Auto_open

Hello
I have a question about Auto_open. Where do I put it in VB Editer? Do I put it in a Module, or Sheet, or Workbook. I have 3 sheets in the workbook. I've tried to put in in each sheet, but it only runs in sheet 2 and sheet 3. If I put it in the workbook, the same thing happins. If I put it in a module, it doesn't run. I've included the macro. I'm using Excel 2007
Private Sub Auto_Open()
Range("A1").Select
ActiveCell.Offset(4, 0).Range("A1").Select
ActiveWindow.FreezePanes = True
Application.Goto Reference:="R600C1"
Selection.End(xlUp).Select
ActiveWindow.SmallScroll Down:=6
ActiveCell.Offset(1, 0).Range("A1").Select
End Sub

I set up each sheet so that the Auto-Open would be the same for each

SelfLearner