Wow im full of questions today.... well i think this is done with javascript or html or whatever.... well i want it so when you click a link it will come up with a message and you click ok.. and it takes you to another message and another and as many as you can choose because i wanna make an annoying page type alert XD!

You'd just use a bunch of javascript alerts.... you need the one for entering the page that's found here:
http://www.lissaexplains.com/java5.shtml

If you just put one alert right after the other, it should work out. :)

yeah like that but i want it to lead to as many as i want.... not just one

It should work if you put multiple scripts on the page.