Application.EnableCancelKey = 2
?Application.EnableCancelKey
1

Sub Test1()

Debug.Print " Before execution result : " & Application.EnableCancelKey

On Error GoTo handleCancel
Application.EnableCancelKey = 2 'xlErrorHandler
Debug.Print " Regular execution result : " & Application.EnableCancelKey

For x = 1 To 10000  ' Do something 1,000,000 times (long!)
    Debug.Print "Test"
Next x

handleCancel:
If Err = 18 Then
    Debug.Print "Aborted macro result : " & Application.EnableCancelKey
    MsgBox "You cancelled"
End If

End Sub

Sub test2()

On Error GoTo theEnd
Application.EnableCancelKey = 2
Debug.Print Application.EnableCancelKey

theEnd:
End Sub