These changes will start your data on row 2 and add headers to sheet1 of your newly created workbook:
First, add this to your variable declarations:
Dim Headers As Variant
Dim i As Long
And modify your code below to:
' Add a new workbook with one sheet.
Set BaseWks = Workbooks.Add(xlWBATWorksheet).Worksheets(1)
rnum = 2
Headers = Array("Workbook", "header2", "header3")
For i = LBound(Headers) To UBound(Headers)
BaseWks.Cells(1, i + 1) = Headers(i)
Next i
You need, of course, to change the number and text of headers to suit your case.