The method is called YAHOO.SUGAR.MessageBox.show(), and is available anywhere inside Sugar ( provided the library is loaded, see note below ). Take a look at some of the examples listed below.
This method is based off of the YUI 2 SimpleDialog component, and many of the properties that can be set on it can also be passed to this component as well.
Edit 3/22/2011. Adding picture of the nice looking pop-up in action