You are looking for :UseVimball [path]
Open the vimball up with vim. Instead of sourcing it with :so % do
$ vim somthing.vba
:!mkdir ~/.vim/bundle/bundle-dir-name-here
:UseVimball ~/.vim/bundle/bundle-dir-name-here
Note you will have to make sure the path exists before you execute this command.
:h :UseVimball