Option Buttons

I have been tryign to work with Option Buttons and am not having much success. I have been looking on line for examples and I get close.

The example tells me to Set the GroupName Property although I can not seem to find it.

Basically what I do is use the wizard and select the Option Group and add that to the form. With the wizard I enter three Label Names and take the default Values.
I then add a Control Button and use the code below.

Result:
Everytime I click the Control Button it gives me all three MsgBox's. Its reading all the values in the Option Group NOT the one that is selected??????

CODE:
Private Sub Command11_Click()

Dim x As Control

For Each x In Me.Controls

If InStr(x.Name, "Value1") Then
MsgBox "You Selected Value1"
ElseIf InStr(x.Name, "Value2") Then
MsgBox "You Selected Value2"
ElseIf InStr(x.Name, "Value3") Then
MsgBox "You Selected Value3"

End If
Next
End Sub


I HAVE BEEN TRYING A FEW VARIATIONS AND I GET ERRORS WHEN USING THEM:
1. I changed the .Caption to .Name...IF I USE CAPTION it tells me that this "Object does not support this property or method"
'Check for the string "Option" within the caption of each control.
If InStr(x.Caption, "Option") Then

2. Dont knwo where GroupName is
'Check the group name.
If x.GroupName = "mygroup1" Then
MsgBox x.Caption

3. Value gets an error
'Check the status of the option button.
If x.Value = True Then