This error can be resolved by adding MessageBoxOptions.ServiceNotification
.
MessageBox.Show(msg, "Print Error", System.Windows.Forms.MessageBoxButtons.YesNo,
System.Windows.Forms.MessageBoxIcon.Error,
System.Windows.Forms.MessageBoxDefaultButton.Button1,
System.Windows.Forms.MessageBoxOptions.ServiceNotification);
But it is not going to show any dialog box if your web application is installed on IIS or server.Because in IIS or server it is hosted on worker process which dont have any desktop.