For windows that pop up(warning windows), is there a way to add a cancel button? For example,

You click on "Purchase gun" then a window pops up asking if you really want to do this, but instead of hitting ok and selecting from inside the window I am wanting to add a cancel button below the selection list. Also if would like to know if it is possible to change the name of ok to yes or something. Thanx for any information you can give.