Thanks, Greg. This seems to work nicely.

However, I'm getting TRY/CATCH/FINALLY/ENDTRY mismatch error. Why is that?

UPDATE. Found the answer in this Re: Try/Catch/Finally/Endtry mismatch, error #2058 Thread #811323 Message #1019355
==================================================================
Here is my code. If there is an error, it works good, but if there are no errors, it goes to catch to loErr and gives an error about mismatch. In some of my procedures there is try endtry block too.

*---------------------- Location Section ------------------------
*   Library: 	Aqueueprocess.vcx
*   Class: 		AassignQueues
*   Method: 	RunProcess()
*----------------------- Usage Section --------------------------
*)  Description:
*)

*   Scope:      Public
*   Parameters:
*$  Usage:
*$
*   Returns:
*--------------------- Maintenance Section ----------------------
*   Change Log:
*       CREATED 	06/01/2005 - NN
*		MODIFIED
*----------------------------------------------------------------
lparameters tcQueue_Name_From, tcQueue_Name_To, ;
	tcDepartment_Code, tcUser, tnNumberOfDays

local ltStartProcessTime, loErr
ltStartProcessTime = datetime()

#define START_TIME 28800 && 8 hours
with this
	try
		.CreateLogfile()

** We want to have a clear log of everything
		.WriteToLogFile("Started to run assigning queues process")

		.SetDepartment(m.tcDepartment_Code)
		.SetNumberOfDays(m.tnNumberOfDays)
		.SetQueueNameFrom(m.tcQueue_Name_From)
		.SetQueueNameTo(m.tcQueue_Name_To)

		.GetUsers(m.tcUser)

		.GetProfiles()

		.GetAlreadyScheduled()

* Find the FK of the UNASSIGNED QUEUE
		local lnQueue, lcQueue_Names_Fk, lnI
		lnQueue = ascan(.arrQueues, .cDepartment_Code, 1, alen(.arrQueues,1), 1)
		lcQueue_Names_Fk = .arrQueues [m.lnQueue, 2] && FK is the second element in the array

		private gcUserID
		gcUserID = GetUserID()

		for lnI = 1 to .nNumberOfDays

			ldScheduled_Date = ttod(.arrQDates[m.lnI])
			ltScheduled_Time = dtot(m.ldScheduled_Date) + START_TIME

			select c_Users
			go top && Very important !

			scan
				this.Assign_Accounts_To_User(m.lcQueue_Names_Fk, ;
					.cQueue_Name_To, c_Users.cDepartment_Code, ;
					c_Users.cUserID, c_Users.iUserID, ;
					m.ltScheduled_Time)
			endscan
		next

		.WriteToLogFile("Finished to run assigning queues process")
		
	catch to m.loErr
		.CustomError(m.loErr)
	endtry

endwith