See the MsgBox function.

MsgBox Function Example
This example uses the MsgBox function to display a critical-error message in
a dialog box with Yes and No buttons. The No button is specified as the
default response. The value returned by the MsgBox function depends on the
button chosen by the user. This example assumes that DEMO.HLP is a Help file
that contains a topic with a Help context number equal to 1000.

Dim Msg, Style, Title, Help, Ctxt, Response, MyString
Msg = "Do you want to continue ?"    ' Define message.
Style = vbYesNo + vbCritical + vbDefaultButton2    ' Define buttons.
Title = "MsgBox Demonstration"    ' Define title.
Help = "DEMO.HLP"    ' Define Help file.
Ctxt = 1000    ' Define topic
       ' context.
       ' Display message.
Response = MsgBox(Msg, Style, Title, Help, Ctxt)
If Response = vbYes Then    ' User chose Yes.
   MyString = "Yes"    ' Perform some action.
Else    ' User chose No.
   MyString = "No"    ' Perform some action.
End If