No probs.

Spanning multiple lines can cause "problems" when debugging...although the MsgBox isn't that much of a problem.

Lets say you have:
VB Code:
  1. Dim strSQL As String
  2.     strSQL = "SELECT * " _
  3.     & "FROM Jobs " _
  4.     & "WHERE Completed = 1 "
While debugging in runtime you realise you need to add "AND UserID = 3" as you missed this part off.
Then VB would reset your project for you to add this like:
VB Code:
  1. Dim strSQL As String
  2.     strSQL = "SELECT * " _
  3.     & "FROM Jobs " _
  4.     & "WHERE Completed = 1 " _
  5.     & "AND UserID = 3 "
If you did:
VB Code:
  1. Dim strSQL As String
  2.     strSQL = "SELECT * "
  3.     strSQL = strSQL & "FROM Jobs "
  4.     strSQL = strSQL & "WHERE Completed = 1 "
Then when debugging you can change this SQL statement any which way, and the IDE will not reset your project. You could even delete the enire strSQL statement and VB would still not reset the project, where as when using _ it would.

Not a serious problem, just annoying.

Woof