I think you don't understand what Count does.

========
Set validationWkSht = ThisWorkbook.Worksheets
("Validation")
With validationWkSht
For i = 0 To .Range.Count
<stuff
Next i
End With
========

The error message you are getting is because the VBE wants
you to define a Range.

i.e.
--------
..Range("A1:A5").Count
--------

Would return 5

Count does not return a count of Range Objects that have
been defined for that worksheet.