type
  TMsgCollectionItemEx = class(TMsgCollectionItem)
  private
    FExtra: string;
  published
    property Extra: string read FExtra write FExtra;
  end;

  TMsgCollectionEx = class(TMsgCollection)
  protected
    function GetItemClass: TCollectionItemClass; override;
  end;

  TAdvAlertWindowEx = class(TAdvAlertWindow)
  protected
    function CreateMsgCollection: TMsgCollection; override;
  end;

implementation

{ TMsgCollectionEx }

function TMsgCollectionEx.GetItemClass: TCollectionItemClass;
begin
  Result := TMsgCollectionItemEx;
end;

{ TAdvAlertWindowEx }

function TAdvAlertWindowEx.CreateMsgCollection: TMsgCollection;
begin
  Result := TMsgCollectionEx.Create(Self);
end;

begin
  with AdvAlertWindow1.AlertMessages.Add do
  begin
    Text.Text := 'This is an alert with HTML formatted text and anchor.';
    AdvAlertWindow1.Show;
  end;
end;

procedure TForm2.AdvAlertWindow1AnchorClick(Sender: TObject; Anchor: string;
  Item: TMsgCollectionItem);
begin
  AdvAlertWindow1.AlertMessages.FindItemID(item.ID).Free;
  ShowMessage('Anchor clicked');
end;

procedure TForm2.AdvAlertWindow1AnchorClick(Sender: TObject; Anchor: string;
  Item: TMsgCollectionItem);
begin
  AdvAlertWindow1.AlertWindow.Hide;
  ShowMessage('Anchor clicked');
end;

with AdvAlertWindow1.AlertMessages.Add do
begin
  Text.Text := 'This is an alert with <b>HTML</b> formatted text.';
  AdvAlertWindow1.Show;
end;