Assuming you want to start from the current selection position.
Code:
Sub TagTables2()
Dim aTbl As Table, bSkip As Boolean, iCount As Integer, i As Integer, aRng As Range
Set aRng = ActiveDocument.Range(Selection.Start, ActiveDocument.Range.End)
bSkip = False
iCount = aRng.Tables.Count
For Each aTbl In aRng.Tables
i = i + 1
aTbl.Select
If bSkip = False Then aTbl.Range.Previous(Unit:=wdCharacter, Count:=1).InsertBefore vbCr & "AAA"
bSkip = MsgBox("Yes to Extend tag, No to stop and close tag", vbYesNo) = vbYes
If i = iCount Or Not bSkip Then
aTbl.Range.Next(Unit:=wdCharacter, Count:=1).InsertBefore "BBB" & vbCr
Exit For
End If
Next aTbl
End Sub