carriage return in message box

<%Dim msg
          msg=fun()
          Response.Write("<" & "script language=VBScript>")
          Response.Write("MsgBox """ & msg & """<" & "/script>")
      %>

My function fun() written in ASP Vb script returns a string with characters like "<BR>" to separate lines.Now when the message is displayed in the msg box, it does not show in multiple lines but simply includes the <BR> characters. I understand that I will have to use smth other than <BR> for carriage return. I tried VBCRLF, Chr(13) etc but it returns an error that object is undefined..guess I am missing out on the right syntax to use it.. 

 

I tried things like:

disp="This will be displayed" & VBCRLF & "Let's try it"

and

disp="This will be displayed" & '" & VBCRLF & "' & "Let's try it"

 

None work

Can someone help me with it?

If I use \n with double quotes, It still dipalys the string with \n character as it is with the complete string in one line