Try something like so:

char buffer[MAX_PATH] = "";DWORD myone;sprintf(buffer, "%d", myone);MessageBox(NULL, buffer, "title", MB_OK);

Basically what sprintf does is it writes variables (like integers, doubles, floats, characters, etc.) into a string buffer, which can then be passed into the MessageBox function. %d in the sprintf function stands for an integer value, while %f would be float, %s is a string, and then there are a few others I forget. Lookup sprintf in the MSDN library; should find all the info you need there.

There's also the itoa() function, but with sprintf you can format the output to be something more appealing.

IF you're using C++, you can use strings and this simple useful template function I've found somewhere(can't remember where):

template <class T> string ToString(T val)
{
std::stringstream ss;
ss<<val;
return ss.str();
}

Now you can just do:

MessageBox(NULL,ToString(myone).c_str(),"name",MB_OK);

Of course, you can use the ToString function with any type that can be converted into a string.

A more robust method than mikeman's would be to use Boost's lexical_cast function, which will also let you convert strings back into primitives. A link to Boost can be found in my signature.