Object variable or With block variable not set???

Maybe I still need to learn more with VB before using MDI, but what does, "Object variable or With block variable not set", mean? Here's my code if you want to see it:
(does it mean the type of both variables' type not set? that doesn't make sense...)
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Public Sub NewScript(FileN As String, DefNumber As Integer)
Dim Document() As frmChild, I As Long
ReDim Document(glo.DocNumber) As frmChild

I = glo.DocNumber

'Error occured below this line
Document(I).Caption = "CharDef " & DefNumber & " - " & FileN
'Error occured above this line

Document(I).rtbScript.LoadFile (FileN)

glo.DocNumber = glo.DocNumber + 1
Document(I).Show
End Sub
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...and if you are wondering, the glo.[variable] is a public type I setup in a module.
(am I giving enough information?)

Anyone please help me. Thanks =)

Document is an object and needs to be set?

set Document(l)=new frmChild