Thank you guys for your very quick response.
Opus, the kind of solution that you suggested will work only in the private case like I attached. I need a general solution that will even work tomorrow in the same way if I would have a table that the orders of the rows will not be the same.
westconn1, great loop, but is it run in your computer?
Are you sure that ThisWorkbook.Path & "\" & Cells(rw, 4) & ".xlsx" is the right way to write it?
I found that &Cells(rw, 4) doesn't put the data in the address.

Thanks again.