I am trying to set up a message box to pop up automatically when typing into a certain column any cell.

MsgBox "Please verify this is the next check in the sequence before adding the check information", vbOkOnly

When I enter the check number this does not pop up - can anyone help?

Did you put that line of code in the worksheet's change event handler (along with a check to ensure that Target intersects the column in question)?

You might find that a tidier way of doing this is to use the data valdiation input message tool?