I'm not really sure what you are doing here, but I don't think you can have an active sheet and an active chart. One of them is active, and the other isn't (by definition).
Why not try something like this (modify for your circumstances)
Sub AddCharts()
Dim mySheet As WorkSheet
For Each mySheet In Sheets
mySheet.Select
Charts.Add
ActiveChart.ChartType = xlColumnClustered
ActiveChart.SetSourceData Source:=mySheet.Range("B2:C4")
ActiveChart.Location Where:=xlLocationAsObject, Name:=mySheet.Name
Next mySheet
End Sub
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