I agree with Aaron.

Take a careful look at your code. You only have a single MsgBox command and it is nested within your deepest If statement. In order to even get to your MsgBox every single conditional will have to pass. If one of them fails, then you won't continue deeper into the nested If's, therefore you won't reach the message box.

If every outcome of every if statement (pass and fail) should result in a MsgBox being fired, then you are going to need to add additional MsgBox's (or if they all call the same one, setup a Call so you don't have to write them all in by hand every time).