Although this is an old thread I thought I should post a solution for the benefit of people Googling this question.

Enums in VBA as in many other languages are just wrappers for Integers, and can be treated as such for a lot of purposes including loops.

So say you have
Code:
Enum Weekday
  Monday
  Tuesday
  '....
  Saturday
  Sunday
You can loop over all values with a simple for loop:

For day = Monday to Sunday
' Loop code
Next day

Be careful though - if you add a new first or last item to the type such loops will no longer provide complete coverage.

Tested in Excel 2007 but I imagine it will work in all previous versions.