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The MsgBox object comes with Excel, you don't need to construct it. What you would need to do is capture the result of the choice the user makes, and execute your code accordingly.
For a function on how to store MsgBoxResult as an object. Read up on:
Public Function Prompt()
Dim Choice As VbMsgBoxResult
'Store the message result object
Choice = MsgBox("Ask the user a question?", vbQuestion + vbYesNo)
Select Case Choice
Case vbYes
'Return something in the function
Prompt = 1
Case vbNo
'Return something in the function
Prompt = 0
End Select
End Function