PageControl, ClickTab() method and MsgDialog

One solution that I can imagine (not very smart, but maybe it'll solve your problem) is:

Click the tab that comes before the Message Dialog tab and send a Keys("^[Tab]"); (this will navigate to the next tab) to select the tab without ClickTab();

That will probably make your Message Dialog show up and then you can do whatever you need to do without warnings from Test Complete.

In code, something like this:

//Select one tab before the one you want to work with and then...
Window("TPageControl").Keys("^[Tab]");
MessageDialog.OK.ClickButton();
//Work on tab

Hope that helps...!