Не удаляются примечания (Comments), исправил макрос следующим образом:

Private Sub OKButt_Click()
 On Error Resume Next
   'If MsgBox("You realy want to clear selected range?", vbQuestion + vbYesNo, "Warning") = vbNo Then Exit Sub
   If ChkContent Then
           Selection.Clear
           Selection.NumberFormatLocal = "General"
           Selection.Font = "Arial"
           Selection.Font.ColorIndex = 0
           Selection.Font.Bold = False
           Selection.Font.Italic = False
           Selection.Font.Underline = False
   End If
   If ChkCondform Then Selection.FormatConditions.Delete
   If ChkBorders Then
       With Selection
           .Interior.ColorIndex = xlNone
           .Borders(xlDiagonalDown).LineStyle = xlNone
           .Borders(xlDiagonalUp).LineStyle = xlNone
           .Borders(xlEdgeLeft).LineStyle = xlNone
           .Borders(xlEdgeTop).LineStyle = xlNone
           .Borders(xlEdgeBottom).LineStyle = xlNone
           .Borders(xlEdgeRight).LineStyle = xlNone
           .Borders(xlInsideVertical).LineStyle = xlNone
           .Borders(xlInsideHorizontal).LineStyle = xlNone
       End With
   End If
  If ChkComments Then Selection.ClearComments
   If ChkMerge Then Selection.MergeCells = False
   If ChkHyper Then
       For Each H In Selection.Hyperlinks
           H.Delete
       Next
   End If
   Unload Me
End Sub