Selected Answer
Try this macro:
Sub find_value()
strSearch = InputBox("Type your search term below.")
Dim SHT As Worksheet
Dim rFND As Range
Dim sFirstAddress
For Each SHT In ThisWorkbook.Worksheets
Set rFND = Nothing
With SHT.UsedRange
Set rFND = .Cells.Find(What:=strSearch, LookIn:=xlValues, LookAt:=xlPart, SearchOrder:=xlRows, SearchDirection:=xlNext, MatchCase:=False)
If Not rFND Is Nothing Then
sFirstAddress = rFND.Address
Do
SHT.Activate
rFND.Select
msg_response = MsgBox("Do you want to use this value?", vbYesNo)
If msg_response = 6 Then GoTo OutsideLoop
Set rFND = .FindNext(rFND)
Loop While Not rFND Is Nothing And rFND.Address <> sFirstAddress
End If
End With
Next
If IsEmpty(sFirstAddress) Then MsgBox "Value not found."
OutsideLoop:
'Do something here once the user chooses a value
End Sub
I modified this from something I found on the web. I assumed that you wanted this as a part of a larger macro so I set the code to go to the end of this current macro once the user decided they wanted to use a specific match.