Question related to VBA

Excel 

I'd do it like this. It lets the user exit by pressing Cancel in either of the input boxes

Public Sub SortUserInput()
    Dim SortOrder As Integer
    Dim PromptMsg As String
    Dim SortSequence As Integer
    Dim SequencePromptMsg As String

    On Error GoTo ErrorHandler

    Do
        PromptMsg = "How Would You Like to Sort the List?" & vbCrLf & _
            "1 - Sort By Division" & vbCrLf & _
            "2 - Sort By Category" & vbCrLf & _
            "3 - Sort By Total"
        SortOrder = Val(InputBox(PromptMsg, "Sort Order"))
        Select Case SortOrder
            Case 0 ' Canceled
                Exit Sub
            Case 1, 2, 3 ' Correct input
                Exit Do
            Case Else ' Incorrect input
                MsgBox "Invalid input. Try again.", vbExclamation
        End Select
    Loop

    Do
        SequencePromptMsg = "Which Way You would like to Sort the List?" & vbCrLf & _
            "1 - Ascending" & vbCrLf & _
            "2 - Descending"
        SortSequence = Val(InputBox(SequencePromptMsg, "Sort Sequence"))
        Select Case SortSequence
            Case 0 ' Canceled
                Exit Sub
            Case 1, 2 ' Correct input
                Exit Do
            Case Else ' Incorrect input
                MsgBox "Invalid input. Try again.", vbExclamation
        End Select
    Loop

    If SortOrder = 1 And SortSequence = 1 Then
            Sort_Division_Asc
    ElseIf SortOrder = 1 And SortSequence = 2 Then
            Sort_Division_Desc
    ElseIf SortOrder = 2 And SortSequence = 1 Then
            Sort_Category_Asc
    ElseIf SortOrder = 2 And SortSequence = 2 Then
            Sort_Category_Desc
    ElseIf SortOrder = 3 And SortSequence = 1 Then
            Sort_Total_Asc
    ElseIf SortOrder = 3 And SortSequence = 2 Then
            Sort_Total_Desc
    End If

    Exit Sub

ErrorHandler:
    MsgBox "Something went wrong!", vbCritical
End Sub