Use Intersect when you want to find the cells that are common to two or more ranges, or in other words, where the ranges overlap.
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
Dim rngForbidden As Range
Set rngForbidden = Union(Range("B10:F20"), Range("H10:L20"))
'If selection does not overlap forbidden areas, do nothing
If Intersect(Target, rngForbidden) Is Nothing Then Exit Sub
Range("A1").Select
MsgBox "You can't select cells in " & rngForbidden.Address, vbCritical
End Sub
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