why running of my program goes on after showing a modal alert in j2me?

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Hello, and thanks.
I want to show a modal alert ("File not found") to user in my program.
but when program riches this line, after executing this line, goes to rest of program an runs them.

I am a beginner in j2me.
Please show some template to me if possible.

here is my code :

public void SayError(Exception ex){
    display=Display.getDisplay(this);
    Alert alert=new Alert("Error",ex.toString(),null,AlertType.CONFIRMATION);
    alert.setTimeout(Alert.FOREVER);
    display=Display.getDisplay(this);
    display.setCurrent(alert);
}