Procedure queuing and event blocking

If a procedure displays a message box or modal form, it does not finish executing code in the routine until the message box or modal form is dismissed. When the message box or modal form is dismissed the procedure will finish executing. VBA modeless forms will let execution continue after they are displayed.

In addition to this, object events will not execute while a message box is displayed using the MsgBox() call and will be missed because they are not queued up for later execution. However, object events do execute while a VBA form is displayed, and so you should use forms rather than message boxes to avoid missing events.