VBAProject --> フォーム --> UserFormXX
Private Sub UserForm_QueryClose(Cancel As Integer, CloseMode As Integer)
Private Sub UserForm_QueryClose(Cancel As Integer, CloseMode As Integer)
If (CloseMode = 0) Then
MsgBox "[×]ボタンは無効です", vbExclamation, "無効"
'キャンセルしないとユーザーフォームがCloseしてしまう
Cancel = True
Exit Sub
End If