wExceptionHandler will catch those errors that VB's own error handler wont pickup like Access_Violations and instead let you handle them yourself without making your applicaiton crash.
I have included what I used in an an Application we are developing at the moment called 'HotHTML 3 Professional' - http://hothtml3beta.wsoftware.biz/ - and this is directly ripped of it.
I'd recommend anyone to insert this into their own application as it makes your own applicaiton bullet proof if you've remembered to insert an error handler to the place where the exception error occured.