Hi I have this code which works really well, it opens the required pdf file butwhen I close the PDF the Msg box appears and I dont want it to.

Any ideas how to fix?
Sub Open_PDF()
    
Application.ScreenUpdating = False
Application.Calculation = xlAutomatic
    
this_workbook = ThisWorkbook.Name


Last_file = Worksheets("Site list").Cells(40, 2).End(xlUp).Row
    
For I = 5 To Last_file
    
user_name = Worksheets("Site list").Cells(I, 1).Value 'needed to know which sheet to copy to
file_name = Worksheets("Site list").Cells(I, 2).Value
Path = Worksheets("Site list").Cells(I, 3).Value
fullfilename = Path & "\" & file_name & ".pdf" ' contruct the filepath from the info on the site list sheet
pword = Worksheets("Site list").Cells(I, 6).Value

'Checks if a workbook exists
If Len(Dir(fullfilename)) = 0 Then
 'file is missing
MsgBox "'" & file_name & "'" & " - Does Not Exist - Please Check Spelling and Retry" & vbNewLine & "" & vbNewLine & "Surname First Initial Last 3 of NINO" & vbNewLine & "" & vbNewLine & "ie. Smith A 12A"
GoTo END_of_the_road:

Else
' file is there
GoTo Proceed
ActiveWorkbook.Open fullfilename = Path & "\" & file_name & ".pdf"
End If

Proceed:
ThisWorkbook.FollowHyperlink fullfilename

On_we_go:
    
Application.DisplayAlerts = False

Next I

END_of_the_road:
     
Sheets("Menu").Select
Range("A3").Select

End Sub