The Close message after checkbox, in the send bar at the bottom of the window, dismisses your message on the recipient's screen after a set time. Leave it unticked and the message stays up until the person clicks OK.

The countdown runs on each recipient's machine. When it reaches zero, the message box closes by itself, whether or not anyone has read it.
A short timeout suits a quick notice that does not need a reply, such as a reminder that stops cluttering the screen on its own. It also clears messages on machines where no one is watching, so an unattended PC is not left with a dialog open.
Leave Close message after unticked when the recipient must see and acknowledge the message, for example a shutdown warning. With no timeout, the message waits until the user clicks OK.