Unless you want to use a third party product I believe the only choice you have is to go back to BASIC days and number line by line. You can then type into the line number that raised the error through the Erl variable. Anyone else, feel free to correct me if you know of an easier way.

Private Sub Command1_Click()

On Error GoTo err_handler

1   Label1.Caption = 1 + 1
2   Label2.Caption = 2 * 7
3   Label3.Caption = 6 / 0
4   Label4.Caption = 3 + 5
5   Exit Sub

err_handler:
100 Debug.Print Erl
101 Stop

End Sub