Adding Option To Cancel Macro With MsgBox?

The below code works well. However I would like to give the users an option to opt out of running the code when the message box appears.

Code:
Sub delete_sheets()
Beep
MsgBox "This will delete All Sheets but the active sheet"

*****this is where I would like to use an additional message box or include it in the above message box an option for the user to cancel this code****

Range("XA1") = ActiveSheet.Name
ActiveSheet.Name = ("Delete_Sheets")
Dim ws As Worksheet
Application.DisplayAlerts = False
For Each ws In Worksheets
If Not ws.Name = "Delete_Sheets" Then ws.Delete
Next ws

[code]....