When I began the programming for [snipped link], I quickly noticed that Asp.net does not support the MessageBox class that I was familiar with in windows forms.
Since Asp.net runs on the server it doesn't have access to produce a modal dialog box on the client. However, by using a scripting language that runs in the clients browser a similar construct is available. In javascript the window.alert() function will produce a modal dialog similar to what you would expect from MessageBox in windows forms.
So, I decided to create a static class MessageBox with a static method Show(), which will give you the ablility to to still use the syntax MessageBox.Show("Your Message"); and then convert it into the javascript window.alert("Your Message"); and add the script to the end of the current response stream.
I've written a how to on my blog at: http://sceptermt.blogspot.com/2008/02/how-to-create-message-box-class-in-c.html that shows the source code that I used in C# for my web application and details on how it works.
You could also write overloads for the static show() method to allow the class to do a javascript confirm() or a prompt(). I haven't needed that functionality yet so I've just kept it simple.