Hi

No need to activate. Try to explicitly dim the variables. Try something like

Code:
Dim wbkSource   As Workbook
Dim wbkTarget   As Workbook
Dim wksSource   As Worksheet
Dim wksTarget   As Worksheet
Dim rngTarget   As Range


Set wbkSource = ThisWorkbook
Set wbkTarget = Workbooks("Mydata") 'The 'Mydata' workbook must be open

Set wksSource = wbkSource.Worksheets("Sheet1")
Set wksTarget = wbkTarget.Worksheets("Data")
Set rngTarget = wksTarget.Range("A1")

wksSource.Range("A1:D10").Copy rngTarget