Probbably now I understand, what you want. Try this
Private Sub Worksheet_Change(ByVal Target As Range)
On Error Resume Next
Dim ans As String
If [A1].Value < 0 Then
Application.EnableEvents = False
ans = MsgBox("Message here" & vbNewLine & vbNewLine & "Additional Message here", vbExclamation + vbOKCancel)
If ans = vbCancel Then Application.Undo
End If
Application.EnableEvents = True
End Sub
Additionaly read about Buttons argument in MsgBox function, especially vbDefaultButton. It may be useful for you
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