Easy if then question?

In my macro I want to see if a particular cell (E2) is empty prior to processing my worksheet, and if so:

1. Give an error message stating the error
2. Select cell E2 (so user can complete it)
3. Exit Sub

Here's what I have in mind:
...
If IsEmpty(Range("E2")) Then _
MsgBox ("Please Enter PM Initials") _
Range("E2").Select _
Exit Sub
...
But I get a Compile error: Expected: end of statement

This works:

If IsEmpty(Range("E2")) Then Exit Sub

But I need to include the error message and cell selection. I've spent hours searching google and Excel forums but for the life of me I can't figure out the problem. Any help is greatly appreciated.

Thanks Dave I knew it was something real easy