I'm new to use Alphaskins. I'm happy with the perform of these skins,but I'd rather dissapointed that Alphaskins cannot handle “The Warning Box (Application.MessageBox)”. In fact there is “MessageDlg” function but I'd prefer Application.MessageBox. It's more easy and comfort for me to use
Application.MessageBox.
That's all my critique, it may use for improvement your next development in Alphaskins product.
AlphaSkins does work with Application.MessageBox. The attached image shows this dialog with the Moonlight and iOS4 skins respectively. In your TsSkinManager component you may want to check that the SkinningRules.srStdDialogs option is turned on.