2 ComboBoxes in a in messagebox

[Medem Blik]

I have a Excel workbook that has to be used by ± 70 locations [users]. The users can get the file by opening it from our intranet. When opening the file for the first time the user has to answer a question in a messagebox: "What is the name of your location?". This answer is used in saving the file. So far so good. [Answer i.e. "Amsterdam" generates the filename "Planning 2013 Amsterdam"].
To prevent people from typing errors and using fantasynames I would like to present 2 comboboxes in the messagebox from which to choose. The posiblities presented in Messagebox2 depent from the selection in MessageBox1.

I have got the 2 dependent MessageBoxes working O.K. in Excel.
Code:

Private Sub ComboBox1_Change()
         ComboBox2.Value = ""
         ComboBox2.ListFillRange = ComboBox1.Value
         End Sub

Is it possible to make this happen?