When I open a MessageBox with options YesNo, the (usually) cancelling cross in the upper right is shown but has no effect.
System.Windows.MessageBox.Show(\"R
The Close button (in MsgBox's title bar): Since the MsgBox window is a built-in feature of the operating system, its X button is enabled only when certain buttons are present. If there is only an OK button, clicking the X button is the same as pressing OK. Otherwise, the X button is disabled unless there is a Cancel button, in which case clicking the X is the same as pressing Cancel.
http://www.autohotkey.com/docs/commands/MsgBox.htm
Its the default behavior! from the time it was MsgBox to the time its MessageBox!