You wouldn't need another Userform, a Message Box should serve.
Put this in the Userform's code module and it will inquire any time the checkbox is changed.
Private Sub CheckBox1_Click()
Me.CheckBox1.Value = (MsgBox("Do you want the check box checked?", vbYesNo) = vbYes)
End Sub
This will inquire when the box is checked, but will not inquire when un-checking the box.
Private Sub CheckBox1_Click()
With Me.CheckBox1
If .Value Then .Value = (MsgBox("Do you want the check box checked?", vbYesNo) = vbYes)
End With
End Sub