I need to display a msgbox prior to launching an application on terminal services how can I do this?

The program msgbox on the stoneware utilities download page can accomplish this. The parameters are : 

MSGBOX release 1.3 - Prompt for an answer and set errorlevel 
Copyright 1995-2000 by David G. Thomas. 

Usage: MSGBOX flags "title" prompt_string ... 

Flags: 
/? Help (this screen) 

/BARI Buttons: Abort/Retry/Ignore 
/BO Button: OK 
/BOC Buttons: OK/CANCEL 
/BRC Buttons: Retry/CANCEL 
/BYN Buttons: Yes/No 
/BYNC Buttons: Yes/No/CANCEL 

/Dx Default is button #x (1, 2 or 3) 
/F1 Send Console window to the foreground before input 
/F2 Send Console window to the foreground after input 
/H Hide the console window during the prompt 

/I! Icon Exclamation 
/II Icon Information 
/IQ Icon Question 
/IS Icon Stop 

/MA Application Modal 
/MS System Modal (stays on top) 
/MT Task Modal 

/Tn Time out after n seconds 
/SERVICE This is a service 

prompt_string: 
The rest of the line will be the prompt/message string. 
If quoted then each quoted string will be on a separate line. 

Errorlevels returned: 
1 = OK 
2 = Yes 
3 = Retry 
4 = Ignore 
5 = No 
6 = Cancel 
7 = Abort 
8 = Time Out 

Once the wnssoclient supports launching multiple programs this can be used to display a message. The wnssoclient can also display a prompt that you can use to alert a user.