If you want the message to appear only if they say yes to save the record then
If MsgBox("Do you want to save?", vbYesNo + vbQuestion, "Save Record") = vbNo Then
Me.Undo
Else
If MsgBox("Copy the record to the Analysis & Support Table?", vbYesNo + vbQuestion, "Copy Record") = vbYes Then
CurrentDb.Execute("Insert_Query")
Else
'go to new record
end if
End If
If you want the message to appear regardless of the selection of the first message box then
If MsgBox("Do you want to save?", vbYesNo + vbQuestion, "Save Record") = vbNo Then
Me.Undo
End If
If MsgBox("Copy the record to the Analysis & Support Table?", vbYesNo + vbQuestion, "Copy Record") = vbYes Then
CurrentDb.Execute("Insert_Query")
Else
'go to new record
end if