That’s not peculiar, that’s a the designed in functionality of a MsgBox, it’s a modal form. This means when a MsgBox appears it must be dismissed by the user before anything else can happen (notice that you can’t move the form or change focus or even end the program until you have clicked OK. The idea is that some important information is being delivered to the user and he must acknowledge it before anything else can happen. If it wasn’t so, then the msgbox could get covered over with other forms and the message would not get through in time.

Use another reporting method if you need this functionality like a label or a textbox.