Exit sub from user form problem...

Good morning all, I am having a small issue where I get a runtime error '91' when the Exit Sub command is used from a user form, this is what happens.

1. I run the macro which assigns some variables then shows UserForm1

2. On UserForm1 initialising and through use of a command button I sort though all of my data assigning tasks to each piece of data, this all works fine, however when there is no data left this piece of code executes:

 If BOQID < 1 Then
        MsgBox "No data exists..."
        Unload Me
        Exit Sub
End If

Everything works fine until this point but when it hit's Exit Sub I have a problem. Any ideas what's going wrong?