How can I create a simple message box in Python?

You could use an import and single line code like this:

import ctypes  # An included library with Python install.   
ctypes.windll.user32.MessageBoxW(0, "Your text", "Your title", 1)

Or define a function (Mbox) like so:

import ctypes  # An included library with Python install.
def Mbox(title, text, style):
    return ctypes.windll.user32.MessageBoxW(0, text, title, style)
Mbox('Your title', 'Your text', 1)

Note the styles are as follows:

##  Styles:
##  0 : OK
##  1 : OK | Cancel
##  2 : Abort | Retry | Ignore
##  3 : Yes | No | Cancel
##  4 : Yes | No
##  5 : Retry | Cancel 
##  6 : Cancel | Try Again | Continue

Have fun!

Note: edited to use MessageBoxW instead of MessageBoxA

Have you looked at easygui?

import easygui

easygui.msgbox("This is a message!", title="simple gui")

Also you can position the other window before withdrawing it so that you position your message

#!/usr/bin/env python

from Tkinter import *
import tkMessageBox

window = Tk()
window.wm_withdraw()

#message at x:200,y:200
window.geometry("1x1+200+200")#remember its .geometry("WidthxHeight(+or-)X(+or-)Y")
tkMessageBox.showerror(title="error",message="Error Message",parent=window)

#centre screen message
window.geometry("1x1+"+str(window.winfo_screenwidth()/2)+"+"+str(window.winfo_screenheight()/2))
tkMessageBox.showinfo(title="Greetings", message="Hello World!")

The code you presented is fine! You just need to explicitly create the "other window in the background" and hide it, with this code:

import Tkinter
window = Tkinter.Tk()
window.wm_withdraw()

Right before your messagebox.