Hi,
I don't know how this can work from the Nunit Add-in. Are you sure that the tests are actually being run (You can tell by seeing the 'passed' line). I have seen the Add-In not actually running the tests.
The MessageBox is one of the reserved types, we are currently working on reslving these issues with types from the System namespace.
Just as a note, TypeMock cannot mock pre-compiled types.