interprocess hooking using dll

Hello, I would like to tell when a different application/process is about to display a messagebox using hooking. Some research has led me to believe that it is not possible to write this entirely in vb.net, and that i need to write a dll in something like c++.net. The reason to use c++ has to do with this type of dll being able to attach itself into the memory space of the thread launching the message box. I know nothing about c++, and was hoping someone would have a working sample of this that they would be willing to share. thanks.