[SOLVED] How to create Alert Dialog?

AlertDialog.Builder builder = new AlertDialog.Builder(this);
builder.setMessage("Are you sure you want to exit?")
       .setCancelable(false)
       .setPositiveButton("Yes", new DialogInterface.OnClickListener() {
           public void onClick(DialogInterface dialog, int id) {
                MyActivity.this.finish();
           }
       })
       .setNegativeButton("No", new DialogInterface.OnClickListener() {
           public void onClick(DialogInterface dialog, int id) {
                dialog.cancel();
           }
       });
AlertDialog alert = builder.create();
alert.show();

Source: developer.android.com