Hi,
in Web Applications, when you create a Message Box using MsgBox or MessageBox, itwill show in your server, not on the clients computer.
I suggest you to use a jQuery MessageBox Control or ajax.
There are lot of examples on the web like
http://jquerymsgbox.ibrahimkalyoncu.com[
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http://www.webmasters.by/images/articles/jquery.alerts/index.html[
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however, it is certainly impossible to Show a Windws based Modal Box on the client using MsgBox or MessageBox etc.