You can have a public variable that will count the number of pressed buttons, and the Index value in the Click event is the button's index.

e.g.:
Code:
Dim lCnt As Long
Dim bOK As Boolean

Private Sub Command1_Click(Index As Integer)
' If the user clicked more than 5 buttons, exit the sub
If Not bOK Then Exit Sub

' Record the reference
Text1(lCnt).Text = Index
' Increase the counter
lCnt = lCnt + 1
' Make sure the user can't click more than 5 buttons
If lCnt = 5 Then bOK = False
End Sub