Not sure why it isn't working for you, just tried it here and it worked no problems.
Dim result As DialogResult
result = MessageBox.Show("Message", "caption", MessageBoxButtons.OKCancel)
If result = DialogResult.OK Then
StatusBar1.Text = "OK"
Else
StatusBar1.Text = "Cancel"
End If
and it displayed OK and cancel correctly.
What values are you passing in for the buttons argument? If you step through the code in the debugger does it work as expected?