Then, I thought, what if the user picks the wrong item (not that users do that, of course)?  I should pop up a message window asking them if that is really what they want to do...typical delete confirmation stuff.  Here is where I thought would be a great place to implement SF messaging.  So, I went about reading the docs, setting up a project and creating my first message.  It was all very easy and straightforward.  The XML would be placed into the root of my comp and I told the application via the Solution Preferences to use the new localization project.  I called the key from the code that deletes my item, like this:

MessageFunctionType mt = MessageForm.ShowMessageByKey("DeleteConfirmation", mSalesOrderDetails.itemnum);
if (mt == MessageFunctionType.Yes)
{
    ...my delete code stuff
}

F5.

Crash!

The specified key [DeleteConfirmation] was not found within the messaging database.
The file [Message_Languages.xml] could not be found.  The localization languages table could not be loaded.

So, back to the drawing board.

I re-read the docs and ran into the concept of using embedded XML files.  So I walked through that simple procedure as outlined in the docs and hit F5, again.

Same error.

I re-re-read the docs and saw that I maybe missed a step...setting the locale ID.  I went through this and got confused, so I doubt that this is setup correctly, because I am getting the same error.  Here is the stuff from the InitApplication method that is pertinent:

MicroFour.StrataFrame.UI.Localization.MessageKeyType = MicroFour.StrataFrame.Messaging.MessageKeyDataType.XML;
MicroFour.StrataFrame.UI.Localization.MessageLocaleID = MicroFour.StrataFrame.UI.Localization.GetActiveLanguage();

I left the GetActiveLanguage method with no parameters since the default is fine. 

What did I forget to do?  How do I get the messaging setup correctly to utilize these embedded XML files?

Thanks,
Bill