Once you've engaged the On error  Resume Next mechanism, you can easily test
for success or failure by checking the status of the Err object. If it's
anything other than 0, something unexpected happened. I typically use the
FileSystemObject to hold an error log  open for quick updates with these
errors. After you've recorded the error, reset the Err object's value to 0
by using the Clear method. Quickie sample:

On Error Resume Next

YourData="Your Data"
YourSQLObject.YourRecordAddMethod YourData
If Err <> 0 Then
'gather the errors and send them to your log routine
LogError "Error: " & Err.Number & ", " & Err.Description & _
", Data: " & CStr(YourData)
Err.Clear
End If

'When you've finished all your work, set
'the Error object back to it's natural state
On Error GoTo 0

Am I right to say that the CStr function would force the excel row  to become a
string, allowing me to output  to the error  log file?

Also, is it possible to return the row at which the error row occured? Imagine
if I have thousands of records, if I just return the string, I would still have
to search thru the entire worksheet of records  to find the error row.

CStr is my care method of being sure you can write the data  to the log. As
for writing your row, sure you should be able to do that using Excel's own
objects. When handling errors, though, be careful to not do something that
will cause a new error. The simpler, the better.