I also noticed that the cMsgBoxHand option shows the red circle with a white cross.
I looked in VB6, there the icons are labeld differently
cMsgBoxHand -> vbCritical white x in red circle
cMsgBoxAsterisk -> vbInformation lower case i in a circle
cMsgBoxExclamation -> vbExclamation exclamation point in a yellow triangle
cMsgBoxQuestion -> vQuestion question mark in a circle
It looks not like a bug but a like strange labeling in .NET !?
MessageBoxIcon Enumeration (System.Windows.Forms)
Sorry for having put only the sbp file in the post.
Now there is a zip file there with the images.
Attached the same program with a choice for the icons.
Best regards.