For…Next
loop through a range with the cells method.
Sub RoundToZero1()
For Counter = 1 To 20
Set curCell = Worksheets("Sheet1").Cells(Counter, 3)
If Abs(curCell.Value) < 0.01 Then curCell.Value = 0
Next Counter
End Sub
For Each…Next
loop through a range is to use a For Each…Next loop with the collection of cells specified in the Range property
Sub RoundToZero2()
For Each c In Worksheets("Sheet1").Range("A1:D10").Cells
If Abs(c.Value) < 0.01 Then c.Value = 0
Next
End Sub
If you don't know the region, you can use the Excel - Cell property of the ActiveCell.