using MsgBox = System.Windows.Forms.MessageBox;
Then I added
MsgBox.Show ("Hello World!!!");
under the button click procedure. And then it started working. It seems that If I want to learn something better use something that gives you less problems, there is a saying "You can't do tight rope on an old rope". So I think I will be going with Visual Studio .NET 2005 (I could use VS.NET 2008 but its still in beta and I don't have any idea as to its minimum requirement to run). Ok then I will start using VS.NET 2005 and let you know how things are doing on my end. See ya.