I don't know if this is still useful to you but I think the following method should answer your question:
1.Go to the Design Tasks panel on the left, click Controls and add a button to your form
2.Right click on the button, select properties
3.Click Rules, Add
4.Click add action and from the Action combo list select 'Show a dialog box expression' or 'Show a dialog box expression'. Type in your message and OK all the windows.