Dim CountryObjButs as Collection 'add to code as Module level variable

cn = Sheet8.Cells(j, 1).Value            
          With opB1
               .Caption = cn
'               .Name = "obCountry" & i ' Commented out
               .Height = 18
               .Width = 120
               .Left = 130
               .Top = t
               .Font.Size = 12
            End With
   CountryObjButs.Add opB1 'add to code inside loop

Private Sub CBPtoceed_Click()
Dim AButtonIsSelected As Boolean
Dim Ctrl As Control

Application.ScreenUpdating = False
Application.Calculation = xlCalculationManual

For Each Ctrl in CountryObjButs
   If IsNull(Ctrl) Then Goto CtrlNext 'Due to Quirks of Null math
   AButtonIsSelected = AButtonIsSelected + Ctrl.Value
CtrlNext:
Next

   If Not AButtonIsSelected Then
      MsgBox "Please select at least ONE Option!!>>>", vbOKOnly, "  PLEASE SELECT AN OPTION!!!"
      Exit Sub
   End If