I have a message box with the YesNoCancel buttons...
Yes will do some action and close the application - works fine
Just to add a bit to Darin's example, the below will show an icon with the boxes. http://msdn.microsoft.com/en-us/library/system.windows.forms.messagebox(v=vs.110).aspx
Dim result = MessageBox.Show("Message To Display", "MessageBox Title", MessageBoxButtons.YesNoCancel, MessageBoxIcon.Question)
If result = DialogResult.Cancel Then
MessageBox.Show("Cancel Button Pressed", "MessageBox Title",MessageBoxButtons.OK , MessageBoxIcon.Exclamation)
ElseIf result = DialogResult.No Then
MessageBox.Show("No Button Pressed", "MessageBox Title", MessageBoxButtons.OK, MessageBoxIcon.Error)
ElseIf result = DialogResult.Yes Then
MessageBox.Show("Yes Button Pressed", "MessageBox Title", MessageBoxButtons.OK, MessageBoxIcon.Information)
End If