The files you attached are from a keil uvision (realview) example. The keil example is using a file called irq_arm.c where the irq functions are defined. The function there calls void My_IRQ_Function(). It's also the place where IRQ is defined which is what the compiler is complaining about.
Also you didn't attach the complete project. The IAR project itself is missing, the startup file is for keil. There's no need for it now and I figured out what you did, but in the future if you still have issues it will be usefull to have a full project that we can open quickly in IAR.
The code you have will not work for IAR.
have a look at the MultiInterrupt in the IAR examples on the CD. That shows you how to write the interrupt function.
Then you can adapt this source code for IAR. The other thing that is different in IAR is that you need to call __enable_interrupt(); because in IAR the interurpts are disabled by default.