Yeah, it doesn't really work that way. The position of the window is updated BY the message window script, so that doesn't get called until you use the Show Text command. However, using Show Text also halts all other processing until after the window is removed, so your script call in the event will not get run until after the window goes away.
Anywhoo ... the message window, by default, takes up the full width of the game screen. Changing its x position is only going to move it to the right or left a bit, leaving a blank space on the opposite side. If you actually have a BOX with 4 sides, that is not the entire width of the screen, then you must be using a script that already alters the behaviour of the window.
Are you? Do you have a link to it? If you aren't using a message script, maybe you should take a screenshot of what it's doing now, then draw on it to indicate what you'd LIKE it to do, to give a better understanding.