The error message is telling you that you used the wrong name. The part
before the .Show should be the userform's name.
To see what that is, look in the Project pane on the left side of the VBA
editor. The AutoNew macro is stored in a module, which is like a file
folder. If you recorded a macro, it would by default be put into a module
named NewMacros, but if you used the Insert > Module command on the editor's
menu then the default name of the module is Module1. In the same project
with that module, you should see a folder called Forms, and inside that
there will be a useform. The default name of the userform is UserForm1, but
you can rename it by selecting it, displaying the Properties pane, and
changing the value in the Name box.
The probable situation is that your userform is still named UserForm1, and
there isn't yet anything named ClientName. You can rename UserForm1 as
ClientName, or you can change the AutoNew code to call UserForm1.Show. I
think it's better to rename the userform to indicate what it's used for.
If you go on to read the article at dragondrop.com, in Step 9 you'll see
another way of calling a userform, involving a New statement. You'll get
there eventually.
When step 6 of the first article says to dimension the textbox, it just
means "make it large enough to hold the text you expect to be typed into
it". You do that by grabbing an edge or corner of the box with the mouse and
dragging it.