The easiest way I guess would be to use a user form instead of a message box (that way you can control the colour, size etc).
the following code assumes you are running the macro from the page with the data on - if not amend the references to cells().value to read
sheets(Your Sheet Name Here in "").cells()
fMsgbox in this example is the custom userform.
If Cells(5, 20).Value > 500 Or Cells(5, 20).Value < -500 Then
Cells(10, 20).Value = Cells(10, 20).Value + 1
fMsgbox.Show
End If
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