Not tested but how about something like this:
(using mdmckillops' suggestion)
[vba]Public ans As Long
Sub TestBreak()
Dim i As Long
If MsgBox("Calculate from start?", vbYesNo, "Continue iteration") = vbYes Then
ans = 1
End If
For i = ans To Rows.Count
Cells(i, 1) = i
If i Mod 500 = 0 Then
If MsgBox("Continue?", vbYesNo) = vbNo Then
ans = i
Exit Sub
end if
End If
Next
End Sub[/vba]