The converting tool is not really perfect Tom. You really need to look at the alarm handler in the PV+ screen. (Check if the tag is used properly to trigger the message) and that the correct tag/bit/word is used. If your original system PB32 used a word for the messages, and is triggered by an individual bit, you need to RE-VERIFY this information in the ME Studio.
As for the Close dialog box, it is a pre-written close button in the alarm window. (Part of the Runtime). You can add this button also as far as I remember. I am at home now.
Try deleting the close box, and adding it again.
I'll be back at work tomorrow, so we can try to work out your issue.
As spoken before, the translater is OK, but fails to use the true functionality of the PV+. Really, there is no benefit to the new screen if your intentions were to just translate the old program.