Puede ser más fácil cargar en una tabla temporal que no tenga valores obligatorios, etc. y verificar eso antes de agregarla a la tabla principal.
EDITAR re comentario
Dim cn As ADODB.Connection
Dim rs As ADODB.Recordset
''This is not necessarily the best way to get the workbook name
''that you need
strFile = Workbooks(1).FullName
''Note that if HDR=No, F1,F2 etc are used for column names,
''if HDR=Yes, the names in the first row of the range
''can be used.
''This is the Jet 4 connection string, you can get more
''here : http://www.connectionstrings.com/excel
strCon = "Provider=Microsoft.Jet.OLEDB.4.0;Data Source=" & strFile _
& ";Extended Properties=""Excel 8.0;HDR=Yes;IMEX=1"";"
Set cn = CreateObject("ADODB.Connection")
Set rs = CreateObject("ADODB.Recordset")
cn.Open strCon
''Note that HDR=Yes
''Pick one:
strSQL = "SELECT Frst, Secnd FROM TheRange WHERE SomeField Is Null" ''Named range
strSQL = "SELECT Frst, Secnd FROM [Sheet1$C3:C67] WHERE Val(Secnd)=0" ''Range
strSQL = "SELECT Frst, Secnd FROM [Sheet1$] WHERE First<Date()" ''Sheet
rs.Open strSQL, cn
Sheets("Sheet2").Cells(2, 1).CopyFromRecordset rs
