Se invece di una collection ti basta un'array puoi usare direttamente il metodo SPLIT, oppure creare una routine di questo tipo.
Codice:
Function DS(ByVal sStringa As String, ByVal sSep As String) As Collection
Dim collRet As Collection
Dim sSplit() As String
Dim lUBound As Long
Dim lLowBound As Long
Dim l As Long
Set collRet = New Collection
sSplit() = Split(sStringa, sSep)
lUBound = UBound(sSplit())
lLowBound = LBound(sSplit())
For l = 1 To lUBound
collRet.Add sSplit(l)
Next l
Set DS = collRet
End Function