Merge Macro error when clicking Cancel

I have a simplistic Macro that is just

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But if I hit the [x] or cancel, I get an error message. Do I use

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or do I use something else? Since it's an excel primary error msgbox I'm not sure how I'd reference it.

So the 1st one just doesn't give me an error when I click cancel, whereas the second one just doesn't allow that initial msgbox to appear? Now you've given me a tough decision haha but you answered my question so thank you very much!