CPPMessageBox v1.0I've used this component off and on for two years. It's a custom messagebox component that is very useful. There are some hidden gems in the source code, including some settings not explained in the examples. I like this code because it builds the dialog from scratch. There's no need to add new resources to your project. It also has a small html like parser which allows you to add nice looking "more help" functionality.
This code is written entirely in C++ and has not been "COM'ed". It's native, small and fast.