Esta é uma maneira de lidar com duas células:
Option Explicit
Private Sub Worksheet_SelectionChange(ByVal Target As Range)
If Selection.Count = 1 Then
If Not Intersect(Target, Range("D4")) Is Nothing Then
MsgBox "Hello World"
End If
If Not Intersect(Target, Range("F5")) Is Nothing Then
MsgBox "Goodby World"
End If
End If
End Sub