OK, It works now. However, I used different code. Look below.
Dim fso As Scripting.FileSystemObject
Set fso = New Scripting.FileSystemObject
YYYYMM = Format(Now, "yyyymm")
DirName = Format(Now, "MMMyy")
MkDir "X:\Accrual Files\" & DirName
fso.CopyFile "c:\Jennifer Files\*.*", "X:\Accrual...