The best approach is to override the CanDrop method and show the MessageBox there. You are absolutely right to use the MessageBox instead of the ChildWindow. Also, you could try to customize the VisualCue of the dragged appointment to show the needed information there. More information about the drag and drop functionality of the RadScheduleView you could find in this help article
and this demo
Hope this information helps.
the Telerik team
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