MessageBoxW is for unicode, do you directly work with unicode in asm? I remember simple MessageBox working all the times, also breakpoints on memory range access and on windows messages, after I switch to boot start. Didn't try other ones. I don't understand this winmain thing, do you mean like debugging with compiler generated symbol files for your own application or just breakpoint on entry point?
I didn't do anything to this ds2.6 installation, I used to try those patches posted, but when I compared found out that one of the patches contains identical files that come with ds2.6, and another one has the same files older than original ds2.6, so I just stick with original ones and tried boot before windows instead. I'm not 100% sure if it works for every case, possibly not but seems to have solved problem with bpx and bpmsg. I didn't update my winxp though as far as I can remember,none of hotfixes installed here.