I was assuming that you knew enough to complete your task once I had given
you the idea of vbOkCancel etc. You will need to edit your messages in the
following for your first, second third msge etc. I have also used If/Else/End
If as an alternative way of doing it.

Sub Auto_Open()
Dim MyMsgBox
Dim MyMsgBox2
Dim MyMsgBox3

MyMsgBox = MsgBox("Script line 1." & vbCrLf & _
"Script line 2", _
vbOKCancel + vbExclamation, "REMEMBER ...")

If MyMsgBox = vbOK Then
MyMsgBox2 = MsgBox("2nd msge." & vbCrLf & _
"Script line 2", _
vbOKCancel + vbExclamation, "REMEMBER ...")

If MyMsgBox2 = vbOK Then
MyMsgBox3 = MsgBox("3rd msge." & vbCrLf & _
"Script line 2", _
vbOKOnly + vbExclamation, "REMEMBER ...")
Exit Sub
Else
Exit Sub
End If
Else
Exit Sub
End If

End Sub

--
Regards,

OssieMac