int MessageBox( LPCTSTR lpszText, LPCTSTR lpszCaption = NULL, UINT nType = MB_OK );
See MessageBox in the Win32 SDK.
Remarks
Displays a message box.
Example
//The following example attaches an HWND to the CWindow object and
//calls CWindow::MessageBox() to pop up a Windows message box
CWindow myWindow;
myWindow.Attach(hWndFoo);
myWindow.MessageBox(_T("Hello World"));