Catch Cancellation error from objShell.Run

I have a script which installs programs. Everything works fine. But if the user cancels the installation a script error occurs. Is there anyway we can end the script with a custom message.

Set objShell = CreateObject("Wscript.Shell")
strPath = objShell.CurrentDirectory
Set objShell = CreateObject("WScript.Shell")
objShell.Run strPath & "\McAfee\XP\MTPForXP.exe"            

Once the program is executed a security warning comes which say's do you want this program to make changes to your computer. if the user selects yes the script exits and the program installs and everything is fine.

But if the user Clicks No a script error occurs. Is there anyway we can end the script with a custom message.