well since you are talking about a messagebox i can possibly hazard a guess

a messagebox that has pushed its owner window handle and the Flag MB_APPLMODAL
wont let you do anything with the owner window unless you have disposed the messagebox i feel that is what you are experiencing
edit
well to reinforce i cooked up a small code
you wont be able to do anything with the parent
ie if you copy paste this to your desktop and execute it from there
you wont be able to click open you MYComputer mydocuments etc
Code:
.386
.model flat, stdcall
option casemap:none
include \masm32\include\windows.inc
include \masm32\include\kernel32.inc
includelib \masm32\lib\kernel32.lib
include \masm32\include\user32.inc
includelib \masm32\lib\user32.lib
.data
MsgCaption db "Iczelion's tutorial no.2",0
MsgBoxText db "Win32 Assembly is Great!",0
.code
start:
invoke GetForegroundWindow
invoke MessageBox, eax,addr MsgBoxText, addr MsgCaption, MB_OK
invoke ExitProcess,NULL
end start