Bad new, it can't be done.
We are VERY well versed with the MapPoint control and have cleared countless hurdles with the product. The MP control simply does not properly expose / respond to new implementations of IMessageFilter as it should.
Since the Server Busy dialog always appears on top, our workaround was to set a timer to periodically check for the appearance of the ServerBusy dialog (just look through the active window handles) and bring our application to the front if it's found. It basically covers up the dialog while the operation completes and MP happily puts it away afterwards.
Equivalently, you can try hiding the Server Busy dialog when it appears, but I have vague memories of something not working with that technique.
In short, you can't trap the error, so just hide it. I rarely check these forums anymore, but feel free to email me directly:
zdigriz<ignore this part>@mobileiq.biz
Cheers,
Chris
VP Sales & Marketing
MobileIQ, LLC
www.mobileiq.biz