As long as an app is running on a machine (localhost), the Messagebox syntax does in fact work. However, once you upload it to a web server, the functionality will disappear.

Why does it work like this? Sounds like a good question for Microsoft.

As far as the thread goes, I just use some scripting in my code-behind. The AJAX modal pop-up works as well, but I tend to stay away from AJAX as much as possible.