If you really must... then one way to go, and I'm not saying the only
way, is to create a .BAT file  to echo and shell that.. or even maybe
shell the echo itself.

Whatever you do, I think you will need to either shell to a DOS
command or program or start a WSH script.. which I think is also a
shell process.

But I really don't see why you can't write  to the immediate window.
Another option may be to write to the status line... and maybe even
use MsgBox