Again, this is a forum for mIRC. If you have questions about XChat you should ask users of XChat. I showed you how to display a messagebox. The method works in mIRC. If it doesn't work in XChat it's something you have to deal with in XChat's support forums. Frankly, we don't really care why it wouldn't work in that client. As a sidenote, looking at the very forum topic you posted on XChat, it seems they already explained to you why it doesn't work (you need to use threads). Perhaps you should ask them to explain this to you, since it seems you either didn't read the answer, or didn't understand it.
