Marcel
We actually had another thread going on this very same topic...this logic has not changed in the SF framework, though you can add this functionaity very well.
The red InfoBox window is not tied into the BO, but rather the BaseForm. If you were to call the form Save() then you would see the red error window. However, the CheckRulesOnCurrentRow does not fire this. It does, as you have already noticed, tie into the ErrorProvider. This is by design. However, we give you everything that you need to show this yourself through the BusinessRulesChecked event. You will see that the event args give you all of the broken rule logic and count so that you could then call the ErrorBox method yourself through the InfoBox class.
Here is the other thread with this discussion: http://forum.strataframe.net/FindPost13658.aspx