Im not sure I quit understand your question. But I assume you are working with win32 api, and you are trying to create an error message box if the user hasn't entered some sort of information in an edit control? Assuming this is what you are talking about, you would just do a simple check in your event handling on a button click, IF EDIT CONTROL IS EMPTY, DISPLAY ERROR MESSAGE BOX.
I'm not sure I understand it either, but I don't think it's win32 because MFC is in the title, and I don't think the problem is one of adding error checking, rather it's to remove it.
If you don't want to see an error message when the input is invalid then just remove checking on the box. i.e. don't make it a numeric edit box. If you do want numeric input, but want to allow an empty box, you'll have to make it a simple string entry edit box and do the numeric checking yourself.
As I very much doubt that you actually want to "block/disable each and every message box, generated by system" you'll have to be more specific about what you don't like.