You should test your vars before iterating, ex :
If Me.ListView1.Columns.Count>0 Then
For i = 0 To Me.ListView1.Columns.Count - 1
shWorkSheet.Cells(3, i + 1) = UCase(Me.ListView1.Columns(i).Text)
shWorkSheet.Cells(3, i + 1).EntireRow.Font.Bold = True
Next
Else
End If