For Von Pookie
Sorry Von Pookie,
your solution works if you have contiguos data to the active cell. Infact, if cells immediately to the left are blank, those won't be selected.
If you are looking for the first (entire) column blank, see below a possible solution.
Public Sub FirstBlankCol()
Dim DataCol As Long, LeftCol As Long
Dim ColFound As Boolean
ColFound = False
DataCol = 5 ' You know the right one
LeftCol = DataCol - 1
While LeftCol >= 1 And Not ColFound
If .SpecialCells(xlCellTypeBlanks).Count = .SpecialCells(xlCellTypeLastCell).Row Then
ColFound = True
LeftCol = LeftCol - 1