Hi Beryl,
With Excel's C API (which Excel-DNA uses to integrate with Excel) there' no way to indicate that a parameter is mandatory, so you won't get the message from Excel. However, you can deal with the situation inside your function.
If your parameter is set to be of type 'object', any missing values will be passed as ExcelMissing.Value. You can detect this and respond with a MessageBox, or by returning some information string as the result.
Regards,
Govert