Maybe. It depends on how you need it to work. I can not read what is within the message in your screen captured image, so I am not sure what the purpose of showing the message is. If you only want the message to show for the document that is actively showing on your screen at that time, then you may be able to add a little bit of extra code to the rule to make it behave that way. Like this maybe:
Dim oDoc As Document = ThisDoc.Document
Dim oVisibleDoc As Document = ThisApplication.ActiveDocument
If oDoc Is oVisibleDoc Then
MessageBox.Show("Message", "Title", MessageBoxButtons.OK, MessageBoxIcon.Warning)
End If
Where the term 'ThisDoc.Document' will be referencing the Document that the event was fired from, and the term 'ThisApplication.ActiveDocument' will be referencing the Document that is showing on your screen at that time. If those two are not the same Document, then do not show the message. That is just one possible scenario though, and I am not exactly sure how you need to control it yet. Another thing you could include in the message is the DisplayName (or some other unique identifier of the document) within the message, but that would just let you know which document the message launched from, not how to control it. Using the generic events in the Event Triggers dialog is very handy, but it does not give you the same level of control as custom event handlers that are used in Inventor add-ins, unfortunately.
Wesley Crihfield

(Not an Autodesk Employee)