Как программно создать кнопку на форме?

1)

Me.Controls.Add(bstrProgID as String, [Name], [Visible]) as Control

2) Создавайте новую.

А что это за параметр?

bstrProgID as String

А что мешает внимательно изучить хелп???
там дан весьма развернутый ответ:
Add Method
Adds or inserts a Tab or Page in a TabStrip or MultiPage, or adds a control by its programmatic identifier (ProgID) to a page or form.
Syntax
For MultiPage, TabStrip
Set Object = object.Add( [ Name [, Caption [, index]]])
For other controls
Set Control = object.Add( ProgID [, Name [, Visible]])
The Add method syntax has these parts:
Part Description
object Required. A valid object name.
Name Optional. Specifies the name of the object being added. If a name is not specified, the system generates a default name based on the rules of the application where the form is used.
Caption Optional. Specifies the caption to appear on a tab or a control. If a caption is not specified, the system generates a default caption based on the rules of the application where the form is used.
index Optional. Identifies the position of a page or tab within a Pages or Tabs collection. If an index is not specified, the system appends the page or tab to the end of the Pages or Tabs collection and assigns the appropriate index value.
ProgID Required. Programmatic identifier. A text string with no spaces that identifies an object class. The standard syntax for a ProgID is <Vendor>.<Component>.<Version>. A ProgID is mapped to a class identifier (CLSID).
Visible Optional. True if the object is visible (default). False if the object is hidden.
Settings
ProgID values for individual controls are:
CheckBox Forms.CheckBox.1
ComboBox Forms.ComboBox.1
CommandButton Forms.CommandButton.1
Frame Forms.Frame.1
Image Forms.Image.1
Label Forms.Label.1
ListBox Forms.ListBox.1
MultiPage Forms.MultiPage.1
OptionButton Forms.OptionButton.1
ScrollBar Forms.ScrollBar.1
SpinButton Forms.SpinButton.1
TabStrip Forms.TabStrip.1
TextBox Forms.TextBox.1
ToggleButton Forms.ToggleButton.1
Remarks
For a MultiPage control, the Add method returns a Page object. For a TabStrip, it returns a Tab object. The index value for the first Page or Tab of a collection is 0, the value for the second Page or Tab is 1, and so on.
For the Controls collection of an object, the Add method returns a control corresponding to the specified ProgID. The AddControl event occurs after the control is added.
You can add a control to a user form?s Controls collection at design time, but you must use the Designer property of the Microsoft Visual Basic for Applications Extensibility Library to do so. The Designer property returns the UserForm object.
The following syntax will return the Text property of the specified control:
userform1.thebox.text
If you add a control at run time, you must use the exclamation syntax to reference properties of that control. For example, to return the Text property of a control added at run time, use the following syntax:
userform1!thebox.text
Note You can change a control's Name property at run time only if you added that control at run time with the Add method.
А ошибка в том, что вы не указываете тип добавляемого контрола!

Set Кнопка = UserForm1.Controls.Add("Forms.CommandButton.1")

Forms - это же майкрософтовские компоненты.
их надо смотреть в хелпе к VBA!