Why doesn't Cancel (Escape key) work while Sleep API (kernel32.dll) is running?

I was looking at making a minor change to a solved thread (see http://www.excelforum.com/excel-prog...user-form.html )

I would like the user to be able to exit the form by pressing Escape. I altered the start and end of the sub to below but it didn't work:

START:
Private Sub UserForm_Activate()

    On Error GoTo ErrHandler
    Application.EnableCancelKey = xlErrorHandler

END:
ExitProcedure:
    Unload Me
Exit Sub
ErrHandler:
    Resume ExitProcedure
End Sub

Why doesn't this work?