Hi,
Not sure about message boxes, but dont thing so, as vba stuff tends
not to be modeless
This is from steven bullens site:

"ModelessForm.zip (7 June 1999, 20k, 22004 downloads) Updated
There have been many, many requests for Excel to support modeless
userforms, which have been provided in Excel 2000. I recently
discovered what can only be described as a bug in Excel 97, which
results in a normal userform going modeless. Rob Bovey and Russell
Davis identified the cause as the EnableWindow API call. This update
now uses that API call to change a userform's modal state, and works
both for Excel 97 userforms and Excel 95 dialogsheets. Note, however,
that doing a cell drag-and-drop while the modeless form is visible
will cause Excel to GPF (thanks go to Dave Mullins for pointing this
out)! This trick does not emulate Excel 2000's real modeless forms in
terms of code being able to run side-by-side, and should be treated as
nothing more than a curiosity."


http://www.bmsltd.ie/Excel/Default.htm

So if your useing 2000 or later maybe use a userform?

I'm not sure what GPF stands for, but i guess it's not in any
shakespear!

Good Luck
Ross