It is possible, using a workbook level SheetSelectionChange event. In the ThisWorkbook module in your VBA project paste the following code:
Option Compare Text
Private Sub Workbook_SheetSelectionChange(ByVal Sh As Object, ByVal Target As Range)
Dim SelectedCellsInColN As Range
' Make a range of the cells in Target range that intersect with the cells in the N column
Set SelectedCellsInColN = Intersect(Target, Target.Parent.Range("N1:N" & CStr(Target.Parent.Rows.Count)))
If Not SelectedCellsInColN Is Nothing Then
' The user has selected a cell in column N
Dim CurrCell As Range
For Each CurrCell In SelectedCellsInColN
' If the cell's value contains mco (in any case) then prompt the user with a messagebox
If CurrCell.Value Like "*MCO*" Then
MsgBox "You've selected MCO"
' Exit the sub so we don't keep bugging the user about it...
Exit Sub
End If
Next CurrCell
End If
End Sub
Basically what the code does is look at the Target range to see if any cells in the N column are selected, and then loops through any of those cells in column N that are selected to see if their value contains MCO (you can get rid of the stars if you only want a prompt when the cell contains just "MCO"), and if so prompts the user and exits out.
Hope that helps.
-Jon