Close a MessageBox after several seconds

Try the following approach:

AutoClosingMessageBox.Show("Text", "Caption", 1000);

Where the AutoClosingMessageBox class implemented as following:

public class AutoClosingMessageBox {
    System.Threading.Timer _timeoutTimer;
    string _caption;
    AutoClosingMessageBox(string text, string caption, int timeout) {
        _caption = caption;
        _timeoutTimer = new System.Threading.Timer(OnTimerElapsed,
            null, timeout, System.Threading.Timeout.Infinite);
        using(_timeoutTimer)
            MessageBox.Show(text, caption);
    }
    public static void Show(string text, string caption, int timeout) {
        new AutoClosingMessageBox(text, caption, timeout);
    }
    void OnTimerElapsed(object state) {
        IntPtr mbWnd = FindWindow("#32770", _caption); // lpClassName is #32770 for MessageBox
        if(mbWnd != IntPtr.Zero)
            SendMessage(mbWnd, WM_CLOSE, IntPtr.Zero, IntPtr.Zero);
        _timeoutTimer.Dispose();
    }
    const int WM_CLOSE = 0x0010;
    [System.Runtime.InteropServices.DllImport("user32.dll", SetLastError = true)]
    static extern IntPtr FindWindow(string lpClassName, string lpWindowName);
    [System.Runtime.InteropServices.DllImport("user32.dll", CharSet = System.Runtime.InteropServices.CharSet.Auto)]
    static extern IntPtr SendMessage(IntPtr hWnd, UInt32 Msg, IntPtr wParam, IntPtr lParam);
}

Update: If you want to get the return value of the underlying MessageBox when user selects something before the timeout you can use the following version of this code:

var userResult = AutoClosingMessageBox.Show("Yes or No?", "Caption", 1000, MessageBoxButtons.YesNo);
if(userResult == System.Windows.Forms.DialogResult.Yes) { 
    // do something
}
...
public class AutoClosingMessageBox {
    System.Threading.Timer _timeoutTimer;
    string _caption;
    DialogResult _result;
    DialogResult _timerResult;
    AutoClosingMessageBox(string text, string caption, int timeout, MessageBoxButtons buttons = MessageBoxButtons.OK, DialogResult timerResult = DialogResult.None) {
        _caption = caption;
        _timeoutTimer = new System.Threading.Timer(OnTimerElapsed,
            null, timeout, System.Threading.Timeout.Infinite);
        _timerResult = timerResult;
        using(_timeoutTimer)
            _result = MessageBox.Show(text, caption, buttons);
    }
    public static DialogResult Show(string text, string caption, int timeout, MessageBoxButtons buttons = MessageBoxButtons.OK, DialogResult timerResult = DialogResult.None) {
        return new AutoClosingMessageBox(text, caption, timeout, buttons, timerResult)._result;
    }
    void OnTimerElapsed(object state) {
        IntPtr mbWnd = FindWindow("#32770", _caption); // lpClassName is #32770 for MessageBox
        if(mbWnd != IntPtr.Zero)
            SendMessage(mbWnd, WM_CLOSE, IntPtr.Zero, IntPtr.Zero);
        _timeoutTimer.Dispose();
        _result = _timerResult;
    }
    const int WM_CLOSE = 0x0010;
    [System.Runtime.InteropServices.DllImport("user32.dll", SetLastError = true)]
    static extern IntPtr FindWindow(string lpClassName, string lpWindowName);
    [System.Runtime.InteropServices.DllImport("user32.dll", CharSet = System.Runtime.InteropServices.CharSet.Auto)]
    static extern IntPtr SendMessage(IntPtr hWnd, UInt32 Msg, IntPtr wParam, IntPtr lParam);
}

Yet another Update

I have checked the @Jack's case with YesNo buttons and discovered that the approach with sending the WM_CLOSE message does not work at all.
I will provide a fix in the context of the separate AutoclosingMessageBox library. This library contains redesigned approach and, I believe, can be useful to someone.
It also available via NuGet package:

Install-Package AutoClosingMessageBox

Release Notes (v1.0.0.2):
- New Show(IWin32Owner) API to support most popular scenarios (in the context of #1 );
- New Factory() API to provide full control on MessageBox showing;

A solution that works in WinForms:

var w = new Form() { Size = new Size(0, 0) };
Task.Delay(TimeSpan.FromSeconds(10))
    .ContinueWith((t) => w.Close(), TaskScheduler.FromCurrentSynchronizationContext());

MessageBox.Show(w, message, caption);

Based on the effect that closing the form that owns the message box will close the box as well.

Windows Forms controls have a requirement that they must be accessed on the same thread that created them. Using TaskScheduler.FromCurrentSynchronizationContext() will ensure that, assuming that the example code above is executed on the UI thread, or an user-created thread. The example will not work correctly if the code is executed on a thread from a thread pool (e.g. a timer callback) or a task pool (e.g. on a task created with TaskFactory.StartNew or Task.Run with default parameters).