VBA Userform Issue - Command Button / msg Box

I'm getting in a right pickle with this now. I thought i'd post the full messy code. I'm getting the same problem again that the message box keeps reappearing. Once a MsgBox "Please select..." appears I want to return to the user form. Bitten off far more than I can chew, thanks for the help so far Andy!!

Function ItemIsSelected(Lst As MSForms.ListBox) As Boolean
Dim IngIndex As Long
For IndIndex = 0 To Lst.ListCount - 1
    If Lst.Selected(IngIndex) Then
    ItemIsSelected = True
    Exit Function
    End If
    Next
End Function

Private Sub CommandButton1_Click()

MsgBox "The Analyser needs to calculate results based on the selected criteria. This may take a few minutes. The information bar at the bottom of the worksheet will show the calculation progress. Please be patient!" _
, vbInformation + vbOKOnly, "View Results by Selections"


If ItemIsSelected(ListBox1) Then
     
    Sheet4.Range("A65536").End(xlUp)(2, 1) = ListBox1.List(lItem)

Else
MsgBox "Please select a question", vbExclamation
Exit Sub
End If
 
If ItemIsSelected(ListBox2) Then

            Sheet4.Range("b65536").End(xlUp)(2, 1) = ListBox2.List(mItem)
Else

MsgBox "Please select one or more Ward", vbExclamation
Exit Sub
End If



If ItemIsSelected(ListBox3) Then

            Sheet4.Range("c65536").End(xlUp)(2, 1) = ListBox3.List(nItem)
Else

MsgBox "Please select one or more Age Band", vbExclamation
Exit Sub
End If



If ItemIsSelected(ListBox4) Then

            Sheet4.Range("d65536").End(xlUp)(2, 1) = ListBox4.List(oItem)
Else

MsgBox "Please select one or more Ethnicity", vbExclamation
Exit Sub
End If



If ItemIsSelected(ListBox5) Then

            Sheet4.Range("e65536").End(xlUp)(2, 1) = ListBox5.List(pItem)
Else

MsgBox "Please select one or more Gender", vbExclamation
Exit Sub
End If

Sheets("weighted2").Select
Range("a33:fh9999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("fc1:fc3"), Copytorange:=Range("A10000"), Unique:=False

Sheets("weighted2").Select
Range("a10000:fh19999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("fd1:fd9"), Copytorange:=Range("A20000"), Unique:=False

Sheets("weighted2").Select
Range("a20000:fh29999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("fe1:fe4"), Copytorange:=Range("A30000"), Unique:=False

Sheets("weighted2").Select
Range("a30000:fh39999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("ff1:ff25"), Copytorange:=Range("A40000"), Unique:=False

Sheets("weighted2").Select
Range("a40000:fh49999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("fb1:fb3"), Copytorange:=Range("A50000"), Unique:=False

Sheets("Survey Analysis").Select
ActiveWindow.SmallScroll Down:=33
Range("A47").Select

Range("A42").Select
    Selection.Copy
    Cells.find(What:=ActiveCell, After:=ActiveCell, LookIn:=xlFormulas, LookAt:= _
        xlPart, SearchOrder:=xlByRows, SearchDirection:=xlNext, MatchCase:=False) _
        .Activate
        
Survey.Hide

End Sub

(litem) was a left over from the original code.

I've now got the following code, based on your advice, it tells me ethnicity (listbox4) is not selected even when a option from the list box is Arrrghhhh!! Surprise, surprise, I can't understand why!

Any thoughts. Thanks for all your help so far!

Function ItemIsSelected(Lst As MSForms.ListBox) As Boolean
Dim IngIndex As Long
For IndIndex = 0 To Lst.ListCount - 1
    If Lst.Selected(IngIndex) Then
    ItemIsSelected = True
    Exit Function
    End If
    Next
End Function

Private Sub CommandButton1_Click()

MsgBox "The Analyser needs to calculate results based on the selected criteria. This may take a few minutes. The information bar at the bottom of the worksheet will show the calculation progress. Please be patient!" _
, vbInformation + vbOKOnly, "View Results by Selections"

    If Not ItemIsSelected(ListBox1) Then
        MsgBox "No Question selected"
    ElseIf Not ItemIsSelected(ListBox2) Then
        MsgBox "No Ward selected"
    ElseIf Not ItemIsSelected(ListBox3) Then
        MsgBox "No Age Band selected"
    ElseIf Not ItemIsSelected(ListBox4) Then
        MsgBox "No Ethnicity selected"
    ElseIf Not ItemIsSelected(ListBox2) Then
        MsgBox "No Gender selected"
    Else
        MsgBox "Output Selected Items"
    End If

End Sub

Private Sub Survey_Initialize()

ListBox1.List = Sheet4.Range("a65536").End(xlUp)(2, 1)
ListBox2.List = Sheet4.Range("b65536").End(xlUp)(2, 1)
ListBox3.List = Sheet4.Range("c65536").End(xlUp)(2, 1)
ListBox4.List = Sheet4.Range("d65536").End(xlUp)(2, 1)
ListBox5.List = Sheet4.Range("e65536").End(xlUp)(2, 1)

Sheets("weighted2").Select
Range("a33:fh9999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("fc1:fc3"), Copytorange:=Range("A10000"), Unique:=False

Sheets("weighted2").Select
Range("a10000:fh19999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("fd1:fd9"), Copytorange:=Range("A20000"), Unique:=False

Sheets("weighted2").Select
Range("a20000:fh29999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("fe1:fe4"), Copytorange:=Range("A30000"), Unique:=False

Sheets("weighted2").Select
Range("a30000:fh39999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("ff1:ff25"), Copytorange:=Range("A40000"), Unique:=False

Sheets("weighted2").Select
Range("a40000:fh49999").AdvancedFilter Action:=xlFilterCopy, _
CriteriaRange:=Range("fb1:fb3"), Copytorange:=Range("A50000"), Unique:=False

Sheets("Survey Analysis").Select
ActiveWindow.SmallScroll Down:=33
Range("A47").Select

Range("A42").Select
    Selection.Copy
    Cells.find(What:=ActiveCell, After:=ActiveCell, LookIn:=xlFormulas, LookAt:= _
        xlPart, SearchOrder:=xlByRows, SearchDirection:=xlNext, MatchCase:=False) _
        .Activate
        
Survey.Hide

End Sub