VBA + Excel + Try Catch

Private Sub Workbook_Open()
    on error goto Oops
    version = "1.0"

    Set objHTTP = CreateObject("WinHttp.WinHttpRequest.5.1")
    URL = "<WEB SERVICE>"

    objHTTP.Open "POST", URL, False
    objHTTP.setRequestHeader "User-Agent", "Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.0)"
    objHTTP.setRequestHeader "Content-type", "application/x-www-form-urlencoded"
    objHTTP.send ("version=" + version)
    exit sub
Oops:
    'handle error here
End Sub   

If you wanted to, for example, change the URL because of the error, you can do this

Private Sub Workbook_Open()
    on error goto Oops
    version = "1.0"

    Set objHTTP = CreateObject("WinHttp.WinHttpRequest.5.1")
    URL = "<WEB SERVICE>"
Send:
    objHTTP.Open "POST", URL, False
    objHTTP.setRequestHeader "User-Agent", "Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.0)"
    objHTTP.setRequestHeader "Content-type", "application/x-www-form-urlencoded"
    objHTTP.send ("version=" + version)
    exit sub
Oops:
    'handle error here
    URL="new URL"
    resume Send 'risk of endless loop if the new URL is also bad
End Sub   

Also, if your feeling really try/catchy, you can emulate that like this.

Private Sub Workbook_Open()
    version = "1.0"

    Set objHTTP = CreateObject("WinHttp.WinHttpRequest.5.1")
    URL = "<WEB SERVICE>"
    on error resume next 'be very careful with this, it ignores all errors
    objHTTP.Open "POST", URL, False
    objHTTP.setRequestHeader "User-Agent", "Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.0)"
    objHTTP.setRequestHeader "Content-type", "application/x-www-form-urlencoded"
    objHTTP.send ("version=" + version)
   if err <> 0 then
      'not 0 means it errored, handle it here
      err.clear 'keep in mind this doesn't reset the error handler, any code after this will still ignore errors
   end if
End Sub  

So extending this to be really hard core...

Private Sub Workbook_Open()
    version = "1.0"
    on error resume next
    Set objHTTP = CreateObject("WinHttp.WinHttpRequest.5.1")
    if err <> 0 then
        'unable to create object, give up
        err.clear
        exit sub
    end if
    URL = "<WEB SERVICE>"
    objHTTP.Open "POST", URL, False
    if err <> 0 then
        'unable to open request, give up
        err.clear
        exit sub
    end if
    objHTTP.setRequestHeader "User-Agent", "Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.0)"
    objHTTP.setRequestHeader "Content-type", "application/x-www-form-urlencoded"
    objHTTP.send ("version=" + version)
   if err <> 0 then
      'unable to send request, give up
      err.clear
      exit sub
   end if
End Sub  

Also worth noting that any errors that happen in an on error goto style will not be handled, so if you did this

private sub MakeError()
   dim iTemp as integer
   on error goto Oops
   iTemp = 5 / 0 'divide by 0 error
   exit sub
Oops:
   itemp = 4 / 0 'unhandled exception, divide by 0 error
end sub

Will cause an unhandled exception, however

private sub MakeError()
   dim iTemp as integer
   on error resume next
   iTemp = 5 / 0 'divide by 0 error
   if err <> 0 then
       err.clear
       iTemp = 4 / 0 'divide by 0 error, but still ignored
       if err <> 0 then
           'another error
       end if
   end if
end sub

Will not cause any exceptions, since VBA ignored them all.

Something like this:

Try
    ...
Catch (Exception e)
    ...
End Try

Might look like this in VBA:

' The "Try" part
On Error Resume Next
...
On Error GoTo 0
' The "Catch" part
If Err.Number <> 0 Then
...
End If

However, this form may not be following best practices.