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<?xml version="1.0" encoding="utf-8"?>
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    android:layout_width="fill_parent"
    android:layout_height="80dp"
    android:background="#3E80B4"
    android:orientation="vertical" >

    <TextView
        android:id="@+id/txt_dia"
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:layout_gravity="center"
        android:layout_margin="10dp"
        android:text="Do you realy want to exit ?"
        android:textColor="@android:color/white"
        android:textSize="15dp"
        android:textStyle="bold" >
    </TextView>

    <LinearLayout
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:layout_gravity="center"
        android:background="#3E80B4"
        android:orientation="horizontal" >

        <Button
            android:id="@+id/btn_yes"
            android:layout_width="100dp"
            android:layout_height="30dp"
            android:background="@android:color/white"
            android:clickable="true"
            android:text="Yes"
            android:textColor="#5DBCD2"
            android:textStyle="bold" />

        <Button
            android:id="@+id/btn_no"
            android:layout_width="100dp"
            android:layout_height="30dp"
            android:layout_marginLeft="5dp"
            android:background="@android:color/white"
            android:clickable="true"
            android:text="No"
            android:textColor="#5DBCD2"
            android:textStyle="bold" />
    </LinearLayout>

</LinearLayout>

//Open custom dialog box
CustomDialogClass cdd = new CustomDialogClass(MainActivity.this);
cdd.show();

public class CustomDialogClass extends Dialog implements android.view.View.OnClickListener {

    public Activity c;
    public Dialog d;
    public Button yes, no;

    public CustomDialogClass(Activity a) {
        super(a);
        this.c = a;
    }

    @Override
    protected void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        requestWindowFeature(Window.FEATURE_NO_TITLE);
        setContentView(R.layout.custom_dialog);
        yes = (Button) findViewById(R.id.btn_yes);
        no = (Button) findViewById(R.id.btn_no);
        yes.setOnClickListener(this);
        no.setOnClickListener(this);

    }

    @Override
    public void onClick(View v) {
        switch (v.getId()) {
            case R.id.btn_yes:
                c.finish();
                break;
            case R.id.btn_no:
                dismiss();
                break;
            default:
                break;
        }
        dismiss();
    }
}