Do you really need to interrupt users so that they can click the Close button? If not, consider alternatives to using a modal dialog box.
Modal dialogs are a great choice when the user must acknowledge the problem immediately before continuing, but often a poor choice otherwise. Generally, you should prefer to use the lightest weight presentation that does the job well.
Avoid overcommunicating
Generally, users don't read, they scan. The more text there is, the harder the text is to scan, and the more likely users won't read the text at all. As a result, it is important to reduce the text down to its essentials, and use progressive disclosure and Help links when necessary to provide additional information.
There are many extreme examples, but let's look at one more typical. The following example has most of the attributes of a good error message, but its text isn't concise and requires motivation to read.