I just published an article titled ‘Using a Service Locator to Work with MessageBoxes in an MVVM Application‘ on CodeProject. It’s one solution to the now canonical question of how to work with message boxes in an MVVM app, either WPF or Silverlight. The article gives an introduction to the Service Locator pattern, in case you are not yet familiar with that concept, and then dives into an example of how to leverage it. The end result is a simple, testable, extensible way to work with message boxes from ViewModel objects.
By the way, I found out today that I got the Microsoft MVP award again. Four years in a row! Woohoo!!