Code for Message Box instead of "lblMsg"

Hi anyone,
Please help me to put a message box instead of the lblMsg. I would like to put a massage box for this. Without display the message in the web page.
Following is the code which I have.
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Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load
            'Getting User details & privileges into a seesion
            objuserInfo = Session("SF_userDetails")
            userPrivileges = Session("userPrivileges")
            MessageBox.Visible = False
< ...