How to manage the no error case when handling errors in VBA?

Just put Exit sub in.

Sub mySub
 On Error GoTo myHandler:
    Workbooks.Open("myWorkbook")
'
' Some Code
'
Exit sub

myHandler:
MsgBox "EROOR !"

err.clear
End Sub

Here's the pattern I prefer:

Sub SomeSub()
    On Error GoTo ErrorLabel

    'Code goes here

ExitLabel:
   'Clean-up code, if any, goes here 
   Exit Sub

ErrorLabel:
    'Error-handling code goes here
    Resume ExitLabel
End Sub

Note that Resume clears the error. I like this pattern for a few reasons:

1. Habitually inserting the exit block before the error-handling block reduces the chance that I'll have the OP's problem of accidentally dropping into the error handler.

2. I use GoTo ExitLabel for any early exit from the Sub or Function. This way, I'm less likely to skip the clean-up code by accident. Example:

   Sub SomeOtherSub()
       Dim x As ResourceThatNeedsToBeClosed
       Dim i As Long
       On Error GoTo ErrorLabel
       Set x = GetX
       For i = 1 To 100
           If x.SomeFunction(i) Then
               GoTo ExitLabel
           End If
       Next
   ExitLabel:
       x.Close
   ErrorLabel:
       'Error-handling code goes here
       Resume ExitLabel
   End Sub