if MessageDlg('Welcome to my Delphi application. Exit now?', 
mtConfirmation, [mbYes, mbNo], 0) = mrYes then
begin
 
Close; 
end;

MessageDlg用法

对话框类型:
mtwarning——含有感叹号的警告对话框
mterror——含有红色叉符号的错误对话框
mtinformation——含有蓝色i符号的信息对话框
mtconfirmation——含有绿色问号的确认对话框
mtcustom——不含图标的一般对话框,对话框的标题是程序的名称

按钮组中的按钮:
mbYes——mrYes或6
mbNo——mrNo或7
mbOk——mrOk或1
mbCancel——mrCancel或2
mbHelp——help按钮
mbAbort——mrAbort或3
mbRetry——mrRetry或4
mbIgnore——mrIgnore或5
mbAll——mrAll或8
mbNoToAll——9
mbYesToAll——10

procedure TForm1.Button1Click(Sender: TObject);
var
S:string;
begin
if MessageDlg('提示框',mtInformation,[mbok,mbyes],0)=mryes then
messagebeep(MB_ICONEXCLAMATION);
end;
TMsgDlgType = (mtWarning, mtError, mtInformation, mtConfirmation, mtCustom);
TMsgDlgBtn = (mbYes, mbNo, mbOK, mbCancel, mbAbort, mbRetry, mbIgnore, mbAll, mbNoToAll, mbYesToAll, mbHelp);
constmrNone = 0;mrOk = idOk;mrCancel = idCancel;mrAbort = idAbort;mrRetry = idRetry;
mrIgnore = idIgnore;mrYes = idYes;mrNo = idNo;mrAll = mrNo + 1;mrNoToAll = mrAll + 1;mrYesToAll = mrNoToAll + 1;

MessageDlg()信息的汉化 
Delphi中的常量都放在consts.pas中,修改它可以达到汉化的目的.如: 
MessageDlg()显示的窗口标题及其中的 
按钮标题都是英文,虽然不影响使用,但在一个中文软件中总显得有些不协调. 
为此在consts.pas中查找以下内容: 
"SMsgDlgWarning" 

SMsgDlgWarning = 'Warning'; 
SMsgDlgError = 'Error';
SMsgDlgInformation = 'Information';
SMsgDlgConfirm = 'Confirm';
SMsgDlgYes = '&Yes';
SMsgDlgNo = '&No';
SMsgDlgOK = 'OK';
SMsgDlgCancel = 'Cancel';
SMsgDlgHelp = '&Help';
SMsgDlgHelpNone = 'No help available';
SMsgDlgHelpHelp = 'Help';
SMsgDlgAbort = '&Abort';
SMsgDlgRetry = '&Retry';
SMsgDlgIgnore = '&Ignore';
SMsgDlgAll = '&All';
SMsgDlgNoToAll = 'N&o to All';
SMsgDlgYesToAll = 'Yes to &All';

改成

SMsgDlgWarning = '警告'; 
SMsgDlgError = '错误';
SMsgDlgInformation = '提示';
SMsgDlgConfirm = '确认';
SMsgDlgYes = '是(&Y)';
SMsgDlgNo = '不(&N)';
SMsgDlgOK = '确定';
SMsgDlgCancel = '取消';
SMsgDlgHelp = '帮助(&H)';
SMsgDlgHelpNone = '没有该帮助信息';
SMsgDlgHelpHelp = '帮助';
SMsgDlgAbort = '放弃(&A)';
SMsgDlgRetry = '重试(&R)';
SMsgDlgIgnore = '忽略(&I)';
SMsgDlgAll = '全部(&A)';
SMsgDlgNoToAll = '全都不(&O)';
SMsgDlgYesToAll = '全都是(&A)';

然后重新编译Consts.pas,把Consts.duc 
拷到delphi的lib和slib子目录下,就一劳永逸啦!