This is working fine for me:
Public Sub test()
Dim wb As Workbook
Set wb = Workbooks.Add
Workbooks(1).Activate
ActiveSheet.Range("A1").Value = 1
ActiveSheet.Range("A8").Value = 8
ActiveSheet.Range("A1:A8").Select
Selection.Copy
Workbooks(2).Activate
ActiveSheet.Range("A1").Select
ActiveSheet.Paste
End Sub