Program-generated messages are notifications from the Software. These do NOT terminate the program but you may have to exit to fix something.
The latest versions of the Software will have a message number at the start of the message; older versions will not.
Show Message Number
Full Message Index
Runtime Error (RTE) messsages are generated by Windows when the Software misbehaves. The program will always terminate after you click OK.
Runtime errors will have a Windows error code and a short explanation. Info can be found on the Internet by searching for "Runtime Error xxx", where xxx is the error number.
Search for RTE Number (enter)