I'm not entirely clear on what behavior you're expecting. Are you expecting the page to load only after you've clicked OK on the pop-ups? Because the default pop-ups in Mendix cannot govern conditions. Modeling a show page and a show message after one another simply spams both at the user at the same time. The end result is going to be the new page covered by the new pop-ups, so Mendix makes no particular effort to make certain one is rendered before the other.
If you were looking to render the page based on the condition of clicking OK in your pop-up there are two options. If you're opening your page with a button you can configure a confirmation pop-up in the button settings. This will prevent the action behind the button from triggering until the user has clicked the OK button.
The other option is more complicated but also more versatile. It involves creating a confirmation page yourself, which usually consists of a data view with a simple 'Confirm' object as a target. The data view should then contain a custom save/OK button which allows you to model whatever behavior you want. Usually your Confirm object is linked to the object or objects you want to manipulate in your further actions, so that you can easily retrieve it/them in any subsequent microflows.
I hope I'm helping out here and not completely missing the point. Please expand on your original post if that's the case.