Hi,

By 'continue with the macro' I assume you mean you want some other macro code to be run..

Add your two command buttons and use the Click Event.

In the button for continuing enter

Private Sub CommandButton1_Click()
    Call Module1.YourMacro
End Sub
and in the cancel button use
Private Sub CommandButton2_Click()
    Unload UserForm1
End Sub
and set the Cancel Property of the button to True which will ensure the form is unloaded if the 'X' is clicked or if the {Esc} key is used.

Obviously change the Module1, UserForm1 to reflect your object names.

HTH