This OptionPane is to show how to customize JOptionPane showOptionDialog with YES_NO_OPTION

OptionPane.java

import java.util.*;
import javax.swing.*;
import java.awt.*;
import java.io.*;
public class OptionPane {
  public static void main(String []args){
    Object[] options = { "OK", "Cancel" };
  		int choice = JOptionPane.showOptionDialog(null, "Do you want to quit?",
				"Exiting",
				JOptionPane.YES_NO_OPTION,
				JOptionPane.QUESTION_MESSAGE, 
				null, 
				options, 
				options[0]);

			  // interpret the user's choice
			if (choice == JOptionPane.YES_OPTION)
  				// yes option;
			else 
				// no option

  }
}