An error when set up connection betwwen ChatGPT API and Excel

Dear Team,
I followed the course " Integrate ChatGPT into Excel using Macros and APIs". Here is the code:

Option Explicit

Sub GetOpenAIResponse()
Dim promptCell As Range
Dim outputCell As Range
Dim promptText As String

'Check if a cell selected
If TypeName(Selection) <> "Range" Then
    MsgBox "Please select a cell"
    Exit Sub
End If

Set promptCell = Selection
Set outputCell = promptCell.Offset(0, 1)
promptText = promptCell.Value

Dim responseText As String
responseText = CallOpenAI(promptText)

outputCell.Value = responseText

End Sub

Function CallOpenAI(prompt As String) As String

' API endpoint and key
Dim apiUrl As String
Dim apiKey As String
Dim requestBody As String
Dim xmlhttp As MSXML2.XMLHTTP60
Dim response As String


apiUrl = "https://api.openai.com/v1/chat/completions"
apiKey = " My API Key"


' Prepare API request payload

requestBody = "{""prompt"": """ & prompt & """, ""model"": ""text-davinci-003"", ""max_tokens"": 300, ""n"":1, ""stop"":null, ""temperature"":1}"

Set xmlhttp = New MSXML2.XMLHTTP60

' Send POST request to the API
With xmlhttp
    .Open "POST", apiUrl, False
    .setRequestHeader "Content-Type", "application/json"
    .setRequestHeader "Authorization", "Bearer " & apiKey
    .send requestBody
    response = .responseText
   
End With

 
 ' Extract the response from the API
MsgBox (response)
Dim JSON As Object
Set JSON = ParseJson(response)
MsgBox (JSON("choice")(1)("text"))
   
CallOpenAI = JSON("choice")(1)("text")

End Function

When running, excel always asks:
image

image

image

JsonConverter.bas was imported as recommended in the course

How to fix this issue. Thank you for your help.