Hya.

Think I got the way with this thing.
I think DisplayMessage() has its default behavior, with its icon and OK button, wich is enough for most messages in the FieldValid method.
I tried with oMessage.Display and everything went fine. I can use it if I need an answer from the user. And I can check these, wich will be .T. , .F. or .NULL. , at the most.

msgMessage
  Description   : System Dialog Message
  Type          : Dialog Message
  Dialog        : Confirm - Yes/No  
  Initial Value : Yes
  Icon          : Question
  Text          : Would you like to hide from us, Question Makers, in the
                  North Pole ?

oMessage.Display('%msgMessage','In your dreams ...')