Well, that's not 100% true. The message box is actually part of the
operating system, so you can go into the Display Properties of Windows and
change it there. However, that will change it for all applications run on
the system and as developers, I feel we have no business messing with the
user's system settings: they selected them for a reason, and we should
respect their wishes.
That having been said, a custom form is the best way.