The ability of the MessageBox is specific to the MessageBox. Other windows can't do that in any documented manner.

No, the service doesn't spawn a process. The user runs the process, if/when desired. For example, in the Startup group is something that adds a tray icon, or a control panel applet or MMC snap-in interacts with the service once you run it.

See "Design a Windows NT Service to Exploit Special Operating System Facilities" by Jeffrey Richter. I just did a search in MSDN to find something on this subject. I've seen it described many times. Jeff says,

The second thing you need to know when writing a service is that it should have absolutely no user interface. Most services will be running on a Windows NT Server machine locked away in a closet somewhere. If your service presents any user interface elements like message boxes, it's unlikely that a user will be in front of the machine to see the message box and dismiss it. Since you shouldn't have a user interface, it doesn't matter whether you choose to implement your service as a GUI application (with WinMain as its entry point) or as a console application (with main as its entry point).

From the October 1997 issue of Microsoft Systems Journal. —John