Currenty i have a main page where i load some custom controls in:

  case "ViewTest":
                        ViewTest viewTest = (ViewTest)this.LoadControl(this.ModulePath + "test.ascx");
                        viewTest.ModuleConfiguration = this.ModuleConfiguration;
                        viewTest.ID = System.IO.Path.GetFileNameWithoutExtension(this.ModulePath + "test.ascx");
                        UCPanel.Controls.Add(viewTest);
                        ModuleConfiguration = viewTest.ModuleConfiguration;
                        RadTabStripEvent.SelectedIndex = 1;
                        break;

the problem is that from within te viewtest.ascx i cannot use AddModuleMessage, is just doesn't show, i know its because of the way i load my modules, but is there a work around ?

I just went through the same problem in our latest module digContest.  You need to reference the Grandfather, not the parent :)  Here is the function I use:

        public void AddModuleMessage( string message, DotNetNuke.UI.Skins.Controls.ModuleMessage.ModuleMessageType type )
        {
            DotNetNuke.UI.Skins.Skin.AddModuleMessage((PortalModuleBase)this.Parent.Parent, message, type);
        }

Good luck!

Thanks,

Mike