Copy conditional format from one sheet to another using VBA

I am currently using a great sample file written by Debra Dalgleish on her
website Excel Tips and Techniques. However, there is one thing I would like
for the file to do which I have unsuccefuly been able to do. I would like the
conditional format in the 'MAIN' sheet to carry over to all the other sheet
based on the column A; City Name. My conditional format shows-up in the Main
sheet but will not carry over to the other sheet. Only the value shows
without the conditional format. What VBA coding would be needed and where
would it reside in the following:
Sub FilterCities()
Dim myCell As Range
Dim wks As Worksheet
Dim DataBaseWks As Worksheet
Dim ListRange As Range
Dim dummyRng As Range
Dim myDatabase As Range
Dim TempWks As Worksheet
Dim rsp As Integer
Dim i As Long

'include bottom most header row
Const TopLeftCellOfDataBase As String = "A4"

'what column has your key values
Const KeyColumn As String = "A"

'where's your data
Set DataBaseWks = Worksheets("Main")
i = DataBaseWks.Range(TopLeftCellOfDataBase).Row - 1

rsp = MsgBox("Include headings?", vbYesNo, "Headings")

Set TempWks = Worksheets.Add

With DataBaseWks
Set dummyRng = .UsedRange
Set myDatabase = .Range(TopLeftCellOfDataBase, _
.Cells.SpecialCells(xlCellTypeLastCell))
End With

'rebuild the List
With DataBaseWks
Intersect(myDatabase, .Columns(KeyColumn)).AdvancedFilter _
Action:=xlFilterCopy, _
CopyToRange:=TempWks.Range("A1"), _
Unique:=True

'Add the heading to the criteria area
TempWks.Range("D1").Value = _
.Cells(.Range(TopLeftCellOfDataBase).Row, KeyColumn).Value
End With

With TempWks
Set ListRange = .Range("a2", .Cells(.Rows.Count, "A").End(xlUp))
End With

With ListRange
.Sort Key1:=.Cells(1), Order1:=xlAscending, _
Header:=xlNo, OrderCustom:=1, _
MatchCase:=True, Orientation:=xlTopToBottom
End With

'check for individual City worksheets
For Each myCell In ListRange.Cells
If WksExists(myCell.Value) = False Then
Set wks = Sheets.Add
On Error Resume Next
wks.Name = myCell.Value
If Err.Number <> 0 Then
MsgBox "Please rename: " & wks.Name
Err.Clear
End If
On Error GoTo 0
wks.Move After:=Sheets(Sheets.Count)
Else
Set wks = Worksheets(myCell.Value)
wks.Cells.Clear
End If

If rsp = 6 Then
DataBaseWks.Rows("1:" & i).Copy Destination:=wks.Range("A1")
End If

'change the criteria in the Criteria range
TempWks.Range("D2").Value = "=" & Chr(34) & "=" & myCell.Value &
Chr(34)

'transfer data to individual City worksheets
If rsp = 6 Then
myDatabase.AdvancedFilter _
Action:=xlFilterCopy, _
CriteriaRange:=TempWks.Range("D12"), _
CopyToRange:=wks.Range("A1").Offset(i, 0), _
Unique:=False
Else
myDatabase.AdvancedFilter _
Action:=xlFilterCopy, _
CriteriaRange:=TempWks.Range("D12"), _
CopyToRange:=wks.Range("A1"), _
Unique:=False
End If

Any help would be most appreciated. Thanks Kris