Why wouldn't one?Why would you put the code on the Form Load event?
Private Sub Form_Load()
Dim rst As Recordset
Set rst = Me.RecordsetClone
If rst.EOF Then
'MsgBox "Your Message Here.", vbOKCancel
If MsgBox("There are no forms matching this criteria", vbOKOnly, "No forms") = 1 Then
docmd.Close acForm,"formname"
End If
End If