THis would only give you metro areas whose center point happened to lie within the shape, but you can do a demographic map (just pick any old demographic) of "Metropolitan Statistical Areas," then right click on the shape and choose export to excel to get a list of MSA's whose center point lies within the shape.

(Getting a list of postal codes within a shape would be better, if that's not too granular for you. Follow the same procedure, but map the demographic by zip instead of MSA.)