Code Works In One Workbook But Not Another

This code, supplied through this forum, works perfectly in one workbook but not another. I have created a range called ColourRange, one called ColourIndex but I am getting a '400' error message when I attempt to run it. Can anone explain to me (in very simple terms) why it won't work?

Sub CopyFormatMMT()
'Colour code Owners
Dim r As Range
Dim f As Range
Dim c As Range
Dim j As Range
Set r = Range("ColourRangeMMT")
Set f = Range("ColourIndex")
Range("ColourRangeMMT").Select
Selection.Interior.ColorIndex = xlNone
For Each c In r.Cells
For Each j In f.Cells
If c = j Then
c.Interior.ColorIndex = j.Interior.ColorIndex
End If
Next j
Next c
Range("C9").Select
End Sub