I have tried what I think you describe and it seems to work OK. I don't understand what you say about "Each sheet has a User form..." because the user forms are not linked to sheets, and I don't understand what you mean by "...call another User Form..." - is this just showing the form by using form.open in a vba subroutine? How does the first form open? Are the forms modal or non-modal? When one form opens another does the code in the form close itself or does it stay open? Post some code, that would help
Go to the VBA toolbar and click on Tools and then click on Options. In the Options dialog box, click on the General tab and make sure that within the 'Error Trapping' group, 'Break on Unhandled Errors' is checked.