I am trying to create a new user at run time (on-the-fly) but not having any success at showing the new form.

I have used the discussion in Chapter 26 as a basis for my code and also Chapter 28 of "Excel 2007 Power Programming with VBA" by John Walkenback.

I start by creating a new workbook to which to add the form to, add the form and a couple of controls, and then destroy the workbook (and form) at the end. Here is the code:
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Public Sub CreateRunTimeForm()
    'Create a temporary workbook for the new form
    Dim tempWorkbook As Workbook
    Set tempWorkbook = Workbooks.Add

    Dim myLabel As String
    myLabel = "My Option Button"

    'Add user form
    Dim myNewForm As Object
    Set myNewForm = tempWorkbook.VBProject.VBComponents.Add(vbext_ct_M SForm)

    Dim myFrame As MSForms.Frame
    Set myFrame = myNewForm.Designer.Controls.Add("Forms.Frame.1")

    Dim myButton As MSForms.OptionButton
    Set myButton = myFrame.Controls.Add("Forms.OptionButton.1")

    Dim labelWidth As Double

    With myButton
        .Caption = myLabel
        .left = 6
        .top = 6
        .AutoSize = True
        labelWidth = .width
    End With

    With myFrame
        .left = 6
        .top = 6
        .Height = 36
        .width = labelWidth + 12
        .Caption = "My Frame"
    End With

    With myNewForm
        .Properties("Top") = 0
        .Properties("Left") = 0
        .Properties("Height") = 72.75
        .Properties("Width") = 34.5 + labelWidth
        .Properties("Caption") = "My Form"
        .Properties("Name") = "MyNewForm"
    End With

    'TODO: Add code for form

    MsgBox "Form created"
    Debug.Print "Form created"

    'Show form
'This does not work
' myNewForm.Show
'This method of adding the form to the UserForms collection
'then showing it does not work either
' VBA.UserForms.Add("MyNewForm").Show

    Set myButton = Nothing
    Set myFrame = Nothing
    Set myNewForm = Nothing

    'Close temporary workbook without saving
    tempWorkbook.Close SaveChanges:=False
    Set tempWorkbook = Nothing
End Sub
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end code
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In Walkenbach's book he states:
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begin quote
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If you'd like to show the form after adding the controls at design time, you need to add the following instruction right before the End Sub statement:
  VBA.UserForms.Add("UserForm1").Show
It took me quite a while to figure out how to actually display the UserForm. When VBA generates the 100-button UserForm, it indeed exists in VBA's memory, but it isn't officially part of the project yet. So you need the Add method to formally enroll UserForm1 into the collection of UserForms. The return value of this method is a reference to the form itself, which is why the Show method can be appended to the end of the Add method. So, as a rule, the UserForm must be added to the UserForms collection before it can be used.
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end quote
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I know the workbook and form are being created properly as I can see it while in debug mode and if I comment out the closing of the workbook I can see the form in the Project Explorer.

Any ideas? Thanks!