You can use the following code. Set TransEvent to activate the listener. I did this in Sub SetListener_On, but you could do it on form load. Anyway after you set TransEvent every time the map scale changes the code will display your message box. To deactivate the listener, set TransEvent = nothing.
Private WithEvents TransEvent As DisplayTransformation
Public Sub SetListener_On()
Dim pMxDoc As IMxDocument
Set pMxDoc = Application.Document
Set TransEvent = pMxDoc.ActiveView.ScreenDisplay.DisplayTransformation
End Sub
Private Sub TransEvent_VisibleBoundsUpdated(ByVal sender As IDisplayTransformation, ByVal sizeChanged As Boolean)
If sizeChanged Then
Dim pmxdocument As IMxDocument
Dim pMap As IMap
Set pMxDoc = Application.Document
Set pMap = pMxDoc.FocusMap
MsgBox "Map Scale = " & pMap.MapScale
End If
End Sub