Is there any way I can rewrite the message box? I don't want to use Me.States.Value.

Private Sub UserForm_Initialize()

With States
.AddItem "Illinois"
.AddItem "Indiana"
.AddItem "Iowa"
.AddItem "Michigan"
.AddItem "Minnesota"
.AddItem "Ohio"
.AddItem "Pennsylvania"
.AddItem "Wisconsin"
.Value = "Indiana"
End With

End Sub

Private Sub ok_Click()
MsgBox ("You live in " & Me.States.Value)
End Sub

Why don't you want to reference the combo box?

why don't you wanna use value?

but to answer your question, i looked up the members: https://msdn.microsoft.com/en-us/library/office/ff834728.aspx

looks like you can use ListIndex to get the index of the selected item and find it that way. A worse way is probably to use the text property and compare it with your items.