try this but make sure you have another method to dismiss the form:
Private Sub UserForm_QueryClose(Cancel As Integer, CloseMode As Integer)
If CloseMode <> 1 Then
Cancel = 1
msg = MsgBox("Please Use Cancel Button", 16, "Warning")
End If
End Sub

Signature
JB
> Is there any way to prevent a user from closing a dialog box by clicking on
> the X in the upper right corner?