VBA Macro dosn't appear in new workbooks

RyeTo 

Here is a macro; you can tweak it for your purposes of course. I have added comments above most lines.

Sub ProcessCSV()
    Dim strFile As String
    Dim wbk As Workbook
    Dim wsh As Worksheet
    ' Prompt user for csv file
    strFile = Application.GetOpenFilename(FileFilter:="CSV files (*.csv),*.csv")
    ' Get out if no file selected
    If strFile = "False" Then
        Beep
        Exit Sub
    End If
    ' Speed up execution by hiding what we're doing
    Application.ScreenUpdating = False
    ' Open the csv file
    Set wbk = Workbooks.Open(Filename:=strFile)
    ' Reference to the first (and only) sheet
    Set wsh = wbk.Worksheets(1)
    ' Optional: rename tab
    wsh.Name = "Raw Data"
    ' Sort on column A
    wsh.UsedRange.Sort Key1:=wsh.Range("A1")
    ' Color columns A, F and H
    Intersect(wsh.UsedRange, wsh.Range("A:A,F:F,H:H")).Interior.Color = vbYellow
    ' Make row 1 bold
    Intersect(wsh.UsedRange, wsh.Range("1:1")).Font.Bold = True
    ' Save as a .xlsm workbook
    wbk.SaveAs Filename:=wbk.Path & "\DATA.xlsm", FileFormat:=xlOpenXMLWorkbookMacroEnabled
    ' Optional: close the workbook
    wbk.Close
    ' Update the screen again
    Application.ScreenUpdating = True
End Sub