It's difficult to tell what is going on from such a brief description, but at a guess:
Your breakpoint is on or before the MessageBox Statement. When you set a breakpoint, the debugger stops executing at the beginning of that statement. So if you have three lines:
int i = 1;
MessageBox.Show("Hi");
int j = i * 2;
And you set a breakpoint of the MessageBox line, the "i = 1" statement will be executed, and then the debugger will stop executing, before the Message box is shown.
Run your program, and when the breakpoint occurs, use the "Step Over" button (or press F10) to execute a single statement.
If this isn't the problem, then we need more details to be able to help.