[Android] AlertDialog

new AlertDialog.Builder(this)
.setIcon(R.drawable.ic_launcher)
.setTitle(R.string.dialog_title_quit)
.setMessage(R.string.dialog_msg_quit)
.setNegativeButton(R.string.no, null)
.setPositiveButton(R.string.yes, 
    new DialogInterface.OnClickListener() {
    public void onClick(DialogInterface dialog, int id) {
        YourClass.this.finish();    
    }
})
.show();

Reference
Confirming & Acknowledging | Android Design
Android 最詳細的對話框教學