Filter And Delete Any Rows Where There Is A Value In A Column

I have written some code that will allow me to filter and delete any rows where there is a value in a column ( column J in this instance ) more than 2500. The problem is that it only wolrs when i press F8 and step through the code, and not when i press the commnd button and run it.

Sheets("CAIZOLY9").Select
Range("A1").Select
Do Until ActiveCell = "Payment Amount"
ActiveCell.Offset(0, 1).Select
ActiveCell.Select
Loop

Do Until ActiveCell.Value = ""
ActiveCell.Offset(1, 0).Select
If ActiveCell > 2499.99 Then
Selection.EntireRow.Delete
Else
End If
Loop
Range("A1").Select
End Sub