MsgBox problem

Hi all, I am new to the forum and have some basic knowledge of Excel and VBA. I am trying to run macro that has a MsgBox that will stop the macro if No is selected. I am getting all kinds of errors. I have tried to alter it but not getting the response i want.

This is where i am up to so far:

Dim iresponse As Integer
    iresponse = MsgBox("Is data ok, and is it ok to continue?", vbYesNo + vbQuestion + vbDefaultButton1, "Data Curruption!")
    Select Case iresponse
        Case vbNo
            Dim response
            response = MsgBox("Are you sure you want to stop program?", vbYesNo + vbQuestion + vbDefaultButton1, "Data Curruption!?")
            If MsgBox = vbYes Then
            Exit Sub
            ElseIf MsgBox = vbNo Then
            End If

Many thanks!