I get error object variable or with block variable not set

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I get an error message in VBA saying Object Variable or With Block Variable Not set whenever I try to close the form.

It highlights the line I have commented in green in the code below. I just commented it right now so you can see it. It's not commented out when I run the program.

The code below is for an ActiveX I created with vb 6.0 which prevents the user from using the scroll button on the mouse to move through records. When they try to use the scroll button they get a pop up that says sorry you can scroll through records using the mouse scroll.

Anyways, I used this exact coding and ActiveX I created in a previous program and it worked fine with no error pop-ups. However, in this new program it's giving me that error.

Private Sub Form_Close()
On Error GoTo Err_Form_Close
 
'clsMouseWheel.SubClassUnHookForm
Set clsMouseWheel.Form = Nothing
Set clsMouseWheel = Nothing
 
Exit_Form_Close:
    Exit Sub
 
Err_Form_Close:
    MsgBox Err.Description
    Resume Exit_Form_Close
End Sub