The o/p uploaded a DB ?
My mistake - I stand corrected. For some reason, I seem to often not see the visual cue on uploaded zip files to posts. Something about my color scheme maybe they just don't stand out.
Regardless, the rest of my post still stands, and applies here. The reason for the Macros dialogue box happens when your cursor is within a procedure that simply CAN'T be "run" just so.
An example would be the database OP posted which I just looked at - there aren't any non-form or non-control-related independent procedures. All there are are form class modules. The answer is OP simply cannot just "run" those subs. They are wired to events.
I've created a real independent procedure (the first one in the database that I can find anyway), called "Test". Put your cursor there and press F5, it works fine. Attached here.
Putting your cursor in procedures that are wired to form or control events (_click, _load, etc), and pressing F5 won't do anything other than display that box.