Very Good,

Let's see how is the code:

Code:
Private Sub CommandButton1_Click()
    On Error GoTo studyerror
    Dim i, j As Integer 'counters
    Dim var As String 'takes the text
    Dim size As Integer 'takes the number of words in the text
    Dim matrix As Variant
    Dim mtx() As String
    
    ActiveWorkbook.Sheets("frequency").Select
    Cells.Delete
    
    var = TextBox1.Text
    matrix = Split(var, " ") 'separates each word of text in an array index.
    'MsgBox matrix(3), for example
    
    size = UBound(matrix) 'takes the number of words in the text
    
    ReDim mtx(2, size) As String 'resizes the array to fit all the words; THE ERROR IS HERE, why?
    
    For i = 0 To size 'from 1 to size
       mtx(0, i) = matrix(i) 'the first receives the word
       mtx(1, i) = 1 'the second receives zero
    Next
    
    'The number of appearances of the word stored in mtx (i, 0) is stored in mtx (i, 1)
    For i = 0 To size
        For j = 0 To size
            If i <> j Then 'not to equate one thing with itself
                If mtx(0, i) = mtx(0, j) Then 'when it finds the same word.
                    mtx(1, i) = mtx(1, i) + 1 'the counter receives one more.
                End If
            End If
        Next
    Next
    
    'This saves the words on the worksheet.
    Range("A1").Select
    For i = 0 To size
        ActiveCell.Offset(i, 0) = mtx(1, i)
        ActiveCell.Offset(i, 1) = mtx(0, i)
    Next
    
    'Now, we sort according to column B and excluded the repeated words.
    Call Macro1
    
    Range("B2").Select
    For i = 0 To size
        If ActiveCell.Text = ActiveCell.Offset(-1, 0).Text Then
            ActiveCell.EntireRow.Delete
        End If
        ActiveCell.Offset(1, 0).Select
    Next
    
    
Exit Sub
studyerror:
        MsgBox "Error number: " And Err.Number
End Sub

Sub Macro1()
'
' Macro1 Macro

    ActiveWorkbook.Worksheets("frequency").Sort.SortFields.Clear
    ActiveWorkbook.Worksheets("frequency").Sort.SortFields.Add Key:=Range("B1"), _
        SortOn:=xlSortOnValues, Order:=xlAscending, DataOption:=xlSortNormal
    With ActiveWorkbook.Worksheets("frequency").Sort
        .SetRange Range("B:B")
        .Header = xlNo
        .MatchCase = False
        .Orientation = xlTopToBottom
        .SortMethod = xlPinYin
        .Apply
    End With
End Sub
Problems:
1. Does not differentiate between words that contain point, comma, etc.. (important)
2. By listing the words, unable to delete repeated items.
3. Do not jump in line "textbox!

But it seems it's working. Thanks.