This should do the trick:

Sub test()
  Dim Response%, Ans%
    On Error Resume Next
    Ans = Application.RandBetween(1, 100)
TryAgain:
    Response = CInt(InputBox("Pick a number between 1 and 100"))
    If Response > 0 Or Response < 100 Then
        If Ans = Response Then
            MsgBox "Correct Answer", vbExclamation
            Ans = 0
        ElseIf Ans < Response Then
            If MsgBox("Try a lower number", vbExclamation + vbOKCancel) = vbOK Then GoTo TryAgain
        ElseIf Ans > Response Then
            If MsgBox("Try a higher number", vbExclamation + vbOKCancel) = vbOK Then GoTo TryAgain
        End If
    End If
End Sub
You can extend this to using a userform instead of an input box, etc.

abousetta