The Microsoft’s User Experience Interaction Guidelines for Windows 7 and Windows Vista suggests creating dialog boxes with a title, the main instructions and a context. For example:

But… the method Show of the class MessageBox accepts, at most, a text (=main instructions) and a caption (=title).
How can I create a dialog box like the one above with a large blue text for the main instructions and a small black text for the context?
I’m using C# with .NET 4 and WPF.
That’s a
TaskDialog, which was introduced in Windows Vista. See this for an example of how to use it. If you call it on an earlier version of Windows, it’ll fail. You should check the OS version yourself, and callMessageBoxin that case.