I recently had the same "issue" and used this workaround:
Create two collections: one containing the actual strings of interest and one containing numbers from 1 to n with the actuals strings as keys. This way you can retrieve the index since it's a value in the second collection.
Sub example()
'imagine we are reading out following excel column
'one
'two
'three
Dim textcol, numcol As New Collection
Dim i, index As Integer
Dim str As String
For i = 1 To Range.Rows.Count
textcol.Add Range.Cells(i, 1) 'value, no key
numcol.Add i, Range.Cells(i, 1) 'i, value as key
Next i
'textcol: "one", "two", "three"
'numcol: 1 ["one"], 2 ["two"], 3 ["three"]
str = "two"
index = numcol(str) '~> 2
End Sub
It's not pretty but it worked for me.