Message box always appears on 2nd monitor

[ed]

No matter what I do, the MessageBox always appears on the 2nd monitor.
I've forced all the other widgets to monitor 1.
I thought that creating a class and forcing the position would help, but 
it hasn't.

I'm using Ubuntu Jaunty, python 2.6.

Any ideas what I can do to force widgets to a specific monitor?

Thank you.

class ConnectErrorMsgBox( wx.Frame ):
     def __init__( self ):
         wx.Frame.__init__(self,None, -1, '', pos=(0,0) )
         self.SetPosition( (0, 0) )
         wx.MessageBox(message='Connect Error',
                      caption='Status',
                      style=wx.OK | wx.ICON_EXCLAMATION| wx.CENTER,
                      x=0, y=0)