Message box issue

Windows Form's MessageBox works in Visual Studio's web server, not in IIS.

In IIS you should get an error like

"Showing a modal dialog box or form when the application is not running in UserInteractive mode is not a valid operation. Specify the ServiceNotification or DefaultDesktopOnly style to display a notification from a service application"

Reason for the above error is; ASP.NET code is running on the web server in a process that is not running as the currently logged on (to the server) user. So it will not be able to interact with the desktop in any way. 

I think (Not tested) if you run the ASP.NET as the current logged in user, you will be able to display Message box on the server. 

But even if you open MessageBox on server, your servers are locked in secure server rooms and there will be no user to close those message boxes. At the end of the day your server might run out of memory :)

For your ASP.NET application, you can use JavaScript to produce the same behaviour.