Progress Bar To Work While Running The Macro

I was looking at a previous post to get a progress bar to work while running
a lengthy macro. Below is the post on how to incorporate the progress bar
into your code.

That works fine expect for one thing. There is a cancel button on the progress bar, and when it is pushed the rest of my code continues running. How do I end my code if I press cancel on the progress bar?

Sub Main
Dim PB as clsProgBar
Set PB = new clsProgBar

'if your subs are being called from a userform, hide the form first using
Me.Hide
With PB

.title = "some title"
.caption1 = "Executing, this may take a while"
.caption2 = "Doing task 1"
.show
doevents...................................................