Самый простой способ - это, вероятно, создать вместо этого пользовательскую форму, а затем установить фокус на нее при инициализации.
Код в пользовательской форме, отображаемый как модальный:
Private Declare Function FindWindow Lib "User32" Alias "FindWindowA" (ByVal lpClassName _
As String, ByVal lpWindowName As String) As Long
Private Declare Function SetWindowPos Lib "User32" (ByVal hwnd As Long, ByVal hWndInsertAfter As Long, _
ByVal X As Long, ByVal Y As Long, ByVal cx As Long, ByVal cy As Long, ByVal wFlags As Long) As Long
Private Const SWP_NOSIZE = &H1
Private Const SWP_NOMOVE = &H2
Private Const FLAGS As Long = SWP_NOMOVE Or SWP_NOSIZE
Private Const HWND_TOPMOST = -1
Private Sub UserForm_Initialize()
Dim hwnd As Long: hwnd = FindWindow(vbNullString, Me.Caption)
If hwnd > 0 Then SetWindowPos hwnd, HWND_TOPMOST, 0, 0, 0, 0, FLAGS ' Set Modal
End Sub