Use vbCRLF as to put a carraige return and line feed between these.
Dim valMessage As String
Dim valInvolvement As String
Dim valFirstName As String
Dim valLastName As String
valMessage = ""
If IsNull(Me.txtInvolvement.Value) Then
valMessage = valMessage & "Involvement" & crlf
End If
If IsNull(Me.txtFirstName.Value) Then
valMessage = valMessage & "First Name" & crlf
End If
If IsNull(Me.txtLastName.Value) Then
valMessage = valMessage & "Last Name" & crlf
End If
If Len(valMessage) > 0 Then
MsgBox "These field(s) must be filled out before a Person can be saved:" & crlf & crlf & valMessage
Cancel = True
Exit Sub
End If