If you have an internal site with the "rules" already displayed; then create the internet explorer window - at whatever size you want - and then simply use .Navigate() to point it there.
If you can't put the warning message on a page outside the project(s), then you can still put any html you want in the page to render it nicely.
Dim IE, myURL
myURL = "http://this_is_where_the_page_with_the_rules_is/" 'wiki, sharepoint, company intranet..
Set IE = CreateObject("InternetExplorer.Application")
.AddressBar = False
.ToolBar = False
.StatusBar = False
.Resizable = True
.Width = 700
.Height = 500
.Visible = True
The other advantage of this approach is that it's not application modal like a msgbox..