There are several ways to do it.
One is:
-On the spreadsheet with the data, input to the right-most column this formula:
Note that you should substitute LookupCell with the appropriate cell which will be looked up, the LookupRange with the appropriate lookup range.
(don't forget to put fix the lookup range by dollar signs to make it absolute reference)
Now, copy this formula all the way down.
Finally, sort this table of data (including the newly added column) according to the newly added column in descending order; this way, all the error values will be on top. Now it will be very easy for you to select the whole range which have error values in the newly added column.
I hope I was clear enough 
Please don't hesitate, if you have any further questions!
P.S: As you may have realized, in this method you don't need to deal with macros
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