Public Sub HighlightData()
Dim myDatum As Range, myRange As Range
Set myRange = Workbooks("List.xls").Worksheets("List").Range("Li st")

For Each myDatum In myRange
Windows("AllData.xls").Activate
Cells.Find(What:=myDatum, After:=ActiveCell, LookIn:=xlValues, _
LookAt:=xlPart, SearchOrder:=xlByColumns,
SearchDirection:=xlNext, _
MatchCase:=False).Activate
On Error GoTo ErrorHandler

Selection.Font.Bold = True
With Selection.Interior
..ColorIndex = 6 'Yellow
..Pattern = xlSolid
End With
Next
ErrorHandler:
ActiveSheet.Next.Select
Resume
End Sub

Can someone help me refine this code? It works quite well, but I
would like to replace the Error Handling with code that says what
is actually supposed to be done - that is, to select the next
sheet when the item being looked for is not on the current sheet
since this is something that is expected and not actually an error.
Also, there is the small problem (error) of it trying to select
the next sheet after the last sheet.