Maybe this:

k = 2

    Do Until IsEmpty(Cells(k, 2))
        If IsError(Application.WorksheetFunction.VLookup(Cells(k, 5), THE_RANGE, 14, False)) Then
            Cells(k, 11).Value = 0
        Else
            Cells(k, 11).Value = Application.WorksheetFunction.VLookup(Cells(k, 5), THE_RANGE, 14, False)
        End If
    k = k + 1
    Loop
    Exit Sub