In case the file isn't found, you need to provide an exit so the code stops. Now you only give a messagebox saying the file isn't found but after that the code continues so you recieve an errormessage.
Code:
MsgBox ("The Shipment Timeliness Report (GTN) was not found" & vbNewLine & _
"please make sure the file is saved to:" & vbNewLine & _
"\\2.44.120.20\Felixstowe\Team KH\Input Reports\"):Exit sub