Screen back pressed message box is not working

when i press back button, it will back to the previous screen and not exit the application . help me guys

You indicate you have other screens. The backpress function is probably not working as you expect because you are not switching screens correctly, and therefore you have other screens open when trying to exit the app.

Use different screens wisely

If you decided to use different screens, then you should switch them correctly, else you will run out of memory after a while...      
The recommended method of switching screens in App Inventor
(Thanks Taifun)
Also see demo: multiscreen.aia
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so it is not working if i have more than one screen?

No, but switching screens incorrectly may cause memory issues.