Why doesn't Escape work while Sleep is running? (API)

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:

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END:

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Why doesn't this work?

http://www.cpearson.com/excel/WaitFunctions.aspx