Close a previously opened separate workbook

[tinsr]

I am trying to run a Macro at startup that will close a previous linked workbook (named MainMenu). I have the following code:

Private Sub Workbook_Open()
Sub CloseMainMenu()
Windows("Filename.xlsm").Activate
    ActiveWindow.WindowState = xlNormal
    ActiveWindow.Close

End Sub

If I leave as is, I receive Compile Error: expected end sub with the first line.
If I remove the SubCloseMainMen u(), I receive an error which states Run-time error '9': Subscript out of range

Does anyone know how to fix this code or know a better code to use? Thanks.