Rob-
As written your code pops up a message box with a prompt for the user,
and nothing happens when you click Cancel because there is no code to
accommodate any activity. By declaring a variable to hold the user's
answer, you can then act on it- try adding code like this:

Dim Response As String 'variable to hold user's answer
Response = MsgBox("Do You Want to Run the Activation/De-Activation
Code Checker?", vbOKCancel)
If Response = vbCancel Then
End
End If

You may want to use a vbYesNo instead of vbOKCancel, since that is a
slightly more intuitive answer to your "do you want to run this"
question.

Dave O