Of course, if you have XL2002 or XL2003 this is built in, so you don't need this code.
' Inserts the file name and path into the page footer
' for each sheet in the active workbook
Dim sht as Worksheet
For Each sht In ActiveWorkbook.Sheets
sht.PageSetup.LeftFooter = ActiveWorkbook.FullName
Change the placement with: RightFooter or CenterFooter
old, slow, and confused
but at least I'm inconsistent!