Hi John
this needs some VFP advanced coding with APIs as
setWindowLong,setWindowPos,CallwindowProc,FindWindowEx,SendMessage ,setlayeredWindow ...
and bindevent (recquiert vfp9)
the complet answer to your big question is in this link (Herman Tan):

http://hermantan.blogspot.com/2008/07/centering-vfp-messagebox-in-any-form.html

*how to use
save the complet code in a prg (myMessagebox.prg but replace the line:

** ** lo_MsgBox.hWnd = myForm.hWnd && center MessageBox in myForm && center MessageBox in myForm 

by

** lo_MsgBox.hWnd = hWnd 

and add at the top of this mymessagebox.prg this line

lparameters hwnd      &&receive a handle of any window as parameter

cut all the "?" in the mymessagebox.prg to dont echoing result on the form
add "clea dlls " as this to make the button not hanging after first try:

lo_MsgBox = Null
Release lo_MsgBox
clea dlls   &&important..can name the APis used is better ("..","..",...)

from any form for ex make a button with this code

do mymessagebox with thisform.hwnd

and see the diffrent messagebox (3th messagebox to 6th)...move the form and repeat...the messagebox is centered on the window (form).
can be any window given by its hwnd.
Note: the setLayeredWindow API made transparency on messagebox also
if you have a problem to make it working tell me i send you a complet test code.