First off, this has nothing to do with MessageBox.Show. This has everything to do with the + operator. The result of string + object equals a string.
There are a number of overloads to the + operator in the language (and you can also add your own for user defined types). There are only two that takes an object as a parameter, that is operator+(string, object) and operator+(object, string). In both cases the body of the implementation of the operator will call ToString on the object parameter and then use string.Concat to produce the result.
Since your variable is an integer and it is using operator+ with string as the first parameter it will match operator+(string, object) an no other candidates.
