Just to add, the built in Message Box will not work because it is Modal,
meaning that you code won't run while it is displayed.
You can simulate a message box with a useform. In xl2000 and later you can
show it as non-modal.
More than you need for this particular question, but for reference in case
you are unfamiliar:
http://support.microsoft.com/default.aspx?scid=kb;en-us;162257
OFF97: How to Show a "Now Processing" Dialog While Macro Runs
http://support.microsoft.com/default.aspx?scid=kb;en-us;829070
How to use Visual Basic for Applications (VBA) to change UserForms in Excel
2003, Excel
2002, and Excel 2000
http://www.microsoft.com/ExcelDev/Articles/sxs11pt1.htm
Lesson 11: Creating a Custom Form
Excerpted from Microsoft® Excel 97 Visual Basic® Step by Step.
http://support.microsoft.com/?id=168067
File Title: Microsoft(R) Visual Basic(R) for Applications Examples for
Controlling UserForms in Microsoft Excel 97
File Name: WE1163.EXE
File Size: 161742 bytes
File Date: 05/08/97
Keywords: kbfile
Description: This Application Note is an introduction to manipulating
UserForms in Microsoft Excel 97. It includes examples and Microsoft Visual
Basic for Applications macros that show you how to take advantage of the
capabilities of UserForms and use each of the ActiveX controls that are
available for UserForms