Try looking into the MessageBoxEx and MessageBoxIndirect functions. Also, to use a different language, I believe you have to have it installed on your system.
Try this example. Make a Form with a CommandButton and put the following code into your Form. (I do not have other languages installed on my system, so I'm unsure if this will work or not)
Code:
Private Declare Function MessageBoxEx Lib "user32" Alias "MessageBoxExA" (ByVal hwnd As Long, ByVal lpText As String, ByVal lpCaption As String, ByVal uType As Long, ByVal wLanguageId As Long) As Long
Const MB_YESNO = &H4&
Const MB_ICONEXCLAMATION = &H30&
Const SUBLANG_NEUTRAL = &H0
Const LANG_HEBREW = &HD
Private Function MAKELANGID(ByVal usPrimaryLanguage As Integer, ByVal usSubLanguage As Integer) As Long
MAKELANGID = (usSubLanguage * 1024) Or usPrimaryLanguage
End Function
Private Sub Command1_Click()
Dim LangID
LangID = MAKELANGID(LANG_HEBREW, SUBLANG_NEUTRAL)
Retval = MessageBoxEx(Me.hwnd, "Hello World", "Hello", MB_YESNO Or MB_ICONEXCLAMATION, LangID)
End Sub