VBA Vlookup message box on error display message box and exit sub - vlookup

Question

I have following code which on Error will resume to next.
Now I want to display a message box on error and exit SUB
Message box: "Part number" & "PN" & "not found. Please define packaging details"
Sub Vlookup()
Dim Volume As Worksheet
Dim Packaging As Worksheet
Dim PN As Long
Dim Pcs As Long
Dim x As Variant
Dim dataRNG As Range
Set Volume = ThisWorkbook.Worksheets("Volume per shipment")
Set Packaging = ThisWorkbook.Worksheets("Packaging details")
PN = Volume.Range("A" & Rows.Count).End(xlUp).Row
Pcs = Packaging.Range("A" & Rows.Count).End(xlUp).Row
Set dataRNG = Packaging.Range("A2:G" & Pcs)
For x = 2 To PN
On Error Resume Next
Volume.Range("D" & x).Value = Application.WorksheetFunction.Vlookup( _
Volume.Range("A" & x).Value, dataRNG, 7, 0)
Next x
Application.ScreenUpdating = True
End Sub

Answer 1

I have worked on this,and now on error it displays the MsgBox with the missing part number, but also it displays the message if no error (but without part number as it is not missing any).
I want to display a message, only when I have one or more missing part numbers.
Sub Vlookup()
Dim Volume As Worksheet
Dim Packaging As Worksheet
Dim PN As Long
Dim Pcs As Long
Dim x As Long
Dim dataRNG As Range
Dim Msg As String
Dim PartNo As Variant
Set Volume = ThisWorkbook.Worksheets("Volume per shipment")
Set Packaging = ThisWorkbook.Worksheets("Packaging details")
PN = Volume.Range("A" & Rows.Count).End(xlUp).Row
Pcs = Packaging.Range("A" & Rows.Count).End(xlUp).Row
Set dataRNG = Packaging.Range("A2:G" & Pcs)
For x = 2 To PN
PartNo = Application.Vlookup(Volume.Range("A" & x).Value, dataRNG, 7, 0)
If IsError(PartNo) Then
Msg = Msg & vbLf & Volume.Range("A" & x).Value
Else
Volume.Range("D" & x).Value = PartNo
End If
Next x
If Msg <> "" Then MsgBox Msg & vbLf & "not found. Please define packaging details"
End Sub