An example featuring three buttons: CANCEL, RETRY, and IGNORE, accompanied by a warning icon. The associated VBA code is as follows:
Sub MsgBoxAbortRetryIgnore()
Dim response As Integer
response = MsgBox("An error occurred during the save process." _
& vbCrLf & "Do you want to cancel the operation?" _
& vbCrLf & "Do you want to retry the operation?" _
& vbCrLf & "Do you want to ignore this message?", _
vbAbortRetryIgnore Or vbExclamation, _
"Save Error")
If response = vbAbort Then
MsgBox "You chose to cancel the operation."
ElseIf response = vbRetry Then
MsgBox "You chose to retry the operation."
Else
MsgBox "You chose to ignore the message."
End If
End Sub

Explanation:
This example demonstrates how to create a message box with three distinct buttons — Cancel, Retry, and Ignore — that allows the user to respond to a critical situation such as an error during a save process. These buttons provide the user with options to either cancel the operation, retry it, or ignore the warning altogether.
The message box also includes a warning symbol (the exclamation mark icon) to clearly indicate the seriousness of the message. When the user clicks one of the buttons, the code detects the choice via the variable response and then displays a corresponding confirmation message reflecting the user’s selection.