I think we're talking about two somewhat different things here. The ability
to put a &[File] code in a header or footer for the workbook name has been
around at least as far back as XL97. It is done with a button when in Custom
Header or Footer, and gives the workbook name, without the path. That's
what Micah is talking about. The &[Path]&[File] code button was added
later, in 2002. That's what Gord is referring to. Getting the path part
required code in the earlier versions.
Ed, the OP, didn't mention the path part; he asked about getting the file
name in the header or footer.