Platform and Python installation info:

Platforms: Windows, OS X
Python: Active State Python 2.7
wxPython: Version 2.9

Here is a sample code in which I use a wxMessageBox:

Code:
import wx,os

class Frame(wx.Frame):
    def __init__(self, parent, id, title):
        wx.Frame.__init__(self, parent, id, title, size=(100, 100),style=wx.MINIMIZE_BOX | wx.SYSTEM_MENU | wx.CAPTION
...