A 5 minute guide.

1. right-click desktop W T (new )
2. ENTER ENTER (open )
3. Paste the code. (see below)
4. Alt F A (save-as )
5. Type: filename.vbs ENTER

The Code

ninjas=msgbox("My custom error message.", 0+16 , "My error title.")

Open the new file to see the above error.

Options

After entering your own error title and error message you can change the error icon and button choices by editing 0+16:

FIRST VALUE	SECOND VALUE
0 =	OK	16 =
1 =	OK Cancel	32 =
2 =	Abort Retry Ignore	48 =
3 =	Yes No Cancel	64 =
4 =	Yes No	x =	none
5 =	Retry Cancel

This example uses 4+32.

Adding Line Breaks

To start a new line in your error message use & vbCrLf & for a line break then quotes containing the text for the next line. Use "" for a blank line.
 
ninjas=msgbox("I'm sorry, Dave." & vbCrLf & "I'm afraid I can't do that." & vbCrLf & "" & vbCrLf & "I think you know what" & vbCrLf & "the problem is just as" & vbCrLf & "well as I do.", 5+48 , "ninjas.digital - HAL 9000")

An example using line breaks.

Stacked Error Windows

To let Windows stack multiple error windows simply open the same file twice without clicking a button or closing a window.
 

Two separate error files run back-to-back.