You just need to trap the error. If it only errors out when there's no data,
simply show a message box with words of that nature.

Try this:
On Error Goto ErrorHandler
Dim myChart As Graph.Chart
Set myChart = Me.myChart.Object

myChart.Refresh
myChart.Application.Update

   With myChart.SeriesCollection(1)
        For i = 1 To .Points.Count
            Select Case myChart.Application.DataSheet.Cells(i + 1, 1).Value
                Case "AAA"
                    .Points(i).Interior.ColorIndex = 3 ' Red
                Case "BBB"
                    .Points(i).Interior.ColorIndex = 6 ' Yellow
                Case "CCC"
                    .Points(i).Interior.ColorIndex = 4 ' Green
                Case Else
                    .Points(i).Interior.ColorIndex = 5 ' Blue
            End Select
        Next
   End With

ExitPoint:
Exit Sub

ErrorHandler:
Select Case err.number
    Case 1004
        Msgbox “There is no data available”
    Case else
        Msgbox err.number & “: “ err.description
End select

Resume ExitPoint

Hope that was of some help.
Dave