Alert Dialog Two Buttons

Adding Buttons

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();