Error if cancel or close input box. I want to exit sub.

If you use the application input box then you could test for a cancel or X click as follows:

Sub Test()
i = Application.InputBox("Enter number")
if i = False then
   MsgBox "User cancelled"
elseif len(i) = 0 then
   Msgbox "Nothing entered"
else
   MsgBox "Something entered"
End If
End Sub

If you don't want to use the application inputbox you can achieve the same as follows:

Sub Test2()
i = InputBox("Enter number")
if (StrPtr(i) = 0&) then
   MsgBox "User cancelled"
elseif len(i) = 0 then
   Msgbox "Nothing entered"
else
   MsgBox "Something entered"
End If
End Sub