You must enable event handlers before using them. For security reasons, they are disabled by default. To enable event handlers, select Options > Preferences and click the General tab. Then, check the box that says "Enable event handlers". Once you enable event handlers, that option is saved so you don't have to do it again.
There is also a user-level command named Enable Event Handlers that can be assigned to a menu, or a keystroke.
For security reasons, you cannot run the Enable Event Handlers command from a macro.