"Object variable or With block variable not set"

I am trying to call a simple class module sub with a command button.  When I do that I get the error.  However, it compiles fine.

Here is the code from the form:

Private Sub Connect_Click()
Dim myLaser As CLaser
myLaser.Connect
End Sub

Here is the code from the class:

Public Sub Connect()
Dim Number As String

Number = GetLaserServerIP
FLaserTestApp.Text1.Text = SetIP(Number)
End Sub

I think my problem is really the way I call the connect function from the form.  I am not sure what's wrong.  Please help me.

Thanks,
axnst2