Are you not sure what message box to put where in your Windows Store app? Here are some guidelines from Microsoft.
Appropriate use of message dialogs
These are scenarios where it is appropriate to take the user out of their immersive experience and present them with a dialog:
Use message dialogs to convey urgent information that the user must see and acknowledge before continuing. An example is, "Your trial period for advanced features has expired."
Error messages that apply to the overall app context use message dialogs. These are different than error messages that can be conveyed inline. An appropriate example is a message dialog that shows a connectivity error; this critically affects the value that the user can get from the app