Jeffery,
A personal style thing. Not always needed.
Code:
Sub Demo()
Dim oRng As Range
Set oRng = ActiveDocument.Range
On Error GoTo Err_Handler
Err.Raise 6
MsgBox "You won't see this message"
lbl_Exit:
Set oRng = Nothing
Exit Sub
Err_Handler:
MsgBox "An error has occurred"
Resume lbl_Exit
End Sub