To blindly answer your question I can direct you to this
old article[
^]
You could have the error handling in a completely separate activeX dll if you really wanted to ... see
how to create an activeX dll[
^], but you're probably better off just having the centralised error function in a separate .bas module to be included in your projects.
Having said all that ... you do realise that VB6 is no longer supported?
Unless there are constraints (such as the corporation you work for already has a code base in VB6 and you have to continue to maintain it), then I would advise you to "upgrade" to a .NET language. The Express versions are free (unlike VB6) -
http://www.visualstudio.com/downloads/download-visual-studio-vs[
^], will have greater longevity, and have better error-handling capabilities