Claudia,
A MsgBox will stop and wait for the user to click something to dismiss the
msgbox and continue the macro. Alternatives include putting a message on
the status bar:
Application.StatusBar = "Initializing"
.....
Application.StatusBar = "Processing record " & RecordNumber
....
Application.StatusBar = False ' reset status bar to Excel control
Another possibility is to use a modeless UserForm (Excel 2000 and later).
In the properties of the UserForm, set ShowModal to False. Now show it.
UserForm1.Show
The macro will continue running, and can put up other UserForms, MsgBoxes,
etc., and can even change the caption of a label in the first UserForm
that's been sitting there.
Check out
www.cpearson.com for the Alerter. You might also be interested in
his progress bar.