which version of your easyui?
try to reduce the parent window zIndex..
$('#win').window({
title: 'Kopier Fravaer',
width:600,
height:400,
modal:false,
zIndex:9000
});
function openWarning(){
$.messager.alert({
width:'200px',
title:'Warning',
content:'Warning to everybody oh yea',
modal:true,
zIndex:99999
});
}