You can easily set a background color for a particular message. The Wallpaper for the Message window (if any) is disabled for that message. This will work only for the first Message after setting the variables.
For example, you can set the background color to Light Yellow, as follows:
NMGLO:Align = 'C'
NMGLO:BackColorActive = TRUE
NMGLO:BackgroundColor = 0C6FCFDH
NMGLO:Style = FONT:bold
CASE Message('What are you waiting for?|Buy me now!||(This message is bold, colored backgound and auto-centered)','Title','no.ico','First|Second|Third','Second')
OF 1
Message('Answered First')
OF 2
Message('Answered Second')
OF 3
Message('Answered Third')
END
This will look like this:
NMGLO:BackColorActive = TRUE activates the colored background for the next Message Call.
NMGLO:BackgroundColor = 0C6FCFDH receives the color desired. You can use Color equates (Like Color:Yellow, for example).