Excel 2010 VBA disabling Enter key on message box

I've noticed that the following code will disable the Enter keys in Excel, but not in a message box. So if I presented a user with a message box and a choice of Yes or No, I can't prevent them from hitting Enter to choose the default button. Why is that?

Application.OnKey "~", "" 
Application.OnKey "{Enter}", ""
DavisroBudget AnalystAsked:
Who is Participating?

[Product update] Infrastructure Analysis Tool is now available with Business Accounts.Learn More

I wear a lot of hats...

"The solutions and answers provided on Experts Exchange have been extremely helpful to me over the last few years. I wear a lot of hats - Developer, Database Administrator, Help Desk, etc., so I know a lot of things but not a lot about one thing. Experts Exchange gives me answers from people who do know a lot about one thing, in a easy to use platform." -Todd S.

Martin LissOlder than dirtCommented:
Do you want to make "No" the default?
Martin LissOlder than dirtCommented:
If so

MsgBox "Your message", vbYesNo + vbDefaultButton2
DavisroBudget AnalystAuthor Commented:
I did that. What I don't understand is why Application.OnKey doesn't apply to message boxes. So it will disable the Enter key in the application, but not in the message box
Big Business Goals? Which KPIs Will Help You

The most successful MSPs rely on metrics – known as key performance indicators (KPIs) – for making informed decisions that help their businesses thrive, rather than just survive. This eBook provides an overview of the most important KPIs used by top MSPs.

Martin LissOlder than dirtCommented:
Most likely because a MsgBox is modal and so other code can't run while the MsgBox is open. A userform that looks like a MsgBox could be substituted and probably the OnKey code could be used there. Are you interested in something like that?
Martin LissOlder than dirtCommented:
For the sake of the challenge I went ahead and created the attached.

Experts Exchange Solution brought to you by

Your issues matter to us.

Facing a tech roadblock? Get the help and guidance you need from experienced professionals who care. Ask your question anytime, anywhere, with no hassle.

Start your 7-day free trial
Martin LissOlder than dirtCommented:
I'm glad I was able to help.

In my profile you'll find links to some articles I've written that may interest you.
Marty - MVP 2009 to 2015, Experts-Exchange Top Expert Visual Basic Classic 2012 to 2014
It's more than this solution.Get answers and train to solve all your tech problems - anytime, anywhere.Try it for free Edge Out The Competitionfor your dream job with proven skills and certifications.Get started today Stand Outas the employee with proven skills.Start learning today for free Move Your Career Forwardwith certification training in the latest technologies.Start your trial today
Visual Basic Classic

From novice to tech pro — start learning today.