MessageBox's that are started OnActivate use GameMode to run their messages.

So does this mean that a script that starts with a MessageBox OnActivate is still running part of it's code all the time even when not being used?

Example...

Begin OnActivate     set startMessages to 1EndBegin GameMode     if startMessages == 1          MessageBox"Message", "choice"     endifEnd

The check for startMessages is running all the time, correct?

Yes, but it only checks for a single variable and doesn't have any impact on performance. Unless you have a few thousand activators in a cell, but then you probably have other problems anyway.