I figured it out...somehow, because I was using inheritancy, the
FormBorderStyle was being re-established although in the designer, it
was set to None.  When I forced FormBorderStyle to None, the message
box came up as a proper partial window.

Lots of people want this type of functionality often a messagebox style
window that you can click 'n hold the title bar to move just like the
desktop. But on Windows Mobile it is not advisable. In fact Microsoft
discourages it even though you see it in many apps today.

If you want your app to be certified then it won't pass if it has these
custom style windows.

I never use these style windows, one of the reasons is it looks clunky on
small devices. It is much cleaner to use a full Window.

See Microsoft's Windows Mobile 5 design guidelines for more information
here: http://msdn2.microsoft.com/en-us/library/ms879586.aspx