I don't fully understand your code, but it seems that while you are
in your loop, the line "If Review = ActiveCell.Value Then" seems to
mean that the test was "passes" (ie, the record  was found  -- btw, you
could add an "Exit Do" statement here to speed things up).

If I'm right so far, then perhaps you could add a variable prior to
the loop, such as didFIND (dim as boolean). It will be
assigned "False" by default. In your test branch, if passes, add a
line like "didFIND = True".

Then, outside of your loop, you will add a new test... if didFIND is
still False, then activate your message  box.