when messagebox show msg form is closing

It's more likely that the form loses active focus and it's behind some other window now (which has gained focus).

is there anything else in your btnOk click event?

Here's my guess. There is. It probably looks like:

private void btnOk_Click(object sender, EventArgs e)
{
    if (txtBarCode.Text == "" || txtProductName.Text == "" || txtPrice.Text == "" || numericUpDown1 == null)
    {
           MessageBox.Show("Please Fill it", "warning", MessageBoxButtons.OK, MessageBoxIcon.Warning);
           txtBarCode.Focus();
    }

    //more code
    this.Close();
}

You are checking to make sure that everything has been filled in, and then if it hasn't you are sending a message saying that it hasn't and telling them to fill it in.

But then the rest of your btnOk click event runs and there's probably a this.Close() event in there or something that closes the form.

Calling txtBarCode.Focus() doesn't halt execution of the rest of your code. You need to add a return; after txtBarCode.Focus(); or put the rest of your code in an else block.

When you get an issue like that, put in a breakpoint before the code that is executing and step-through your code and see if you can find why it is closing.