UDF Compatibility Between 2003 & 2000

I have an activity recording tool created in Excel 2003 which works perfectly (ish)
However when some of my colleagues use it on machines running Excel 2000 it falls over at the following definition

Dim dlgFile As FileDialog

this is part of the following sub routine

Sub doCopy()
Application.ScreenUpdating = False
Call Archive
Dim dlgFile As FileDialog
Dim rv As Long
Dim sCreated As String
Dim sClosed As String
Dim wsThis As Worksheet
Dim wbkAOM As Workbook
Dim sThisCol As String
Dim aAOMCol As String
Dim strDate As String
Dim wsCore As Worksheet
Dim wsDiverted As Worksheet
Dim iRow As Integer
Set wsThis = Application. ActiveWorkbook.ActiveSheet
Set dlgFile = Application.FileDialog(msoFileDialogFilePicker)
dlgFile.Title = "Select AOM Sheet"
dlgFile.InitialFileName = "*.xls"
rv = dlgFile.Show.......................