Are you annoyed by the limitations of the standard Windows message dialog created by MsgBox?
Would you like to have coloured backgrounds and text? To choose the justification and font?
Do you want to be able to place the message box other than in the centre of the screen? Centred on your GUI, for example, or at a particular location on screen?
What about having user-defined text on as many buttons as you need? And user-defined icons? Or a visible countdown of the timeout?