[marcopinero]

Con tu permiso oscarac, quisiera mostrar tu función modificada por mí, pra que me funcionara:

Código Delphi [-]
function _Alert(const Msg: string; msgCaption: string; AType: TMsgDlgType;
    AButtons: TMsgDlgButtons; Captions: array of string): Integer;
var
  unMsgDlg: TForm;
  i: Integer;
  dlgButton: TButton;
  captionIndex: Integer;
begin
  captionIndex := 0;
  try
    unMsgDlg := CreateMessageDialog(Msg,AType,AButtons);
    unMsgDlg.Caption:= msgCaption;
    for i := 0 to unMsgDlg.ComponentCount - 1 do
    begin
      if (unMsgDlg.Components[i] is TBitBtn) then
      begin
        dlgButton := TButton(unMsgDlg.Components[i]);
        if CaptionIndex > High(Captions) then Break;
        dlgButton.Caption := Captions[CaptionIndex];
        Inc(CaptionIndex);
      end;
    end;
    Result := unMsgDlg.ShowModal;
  finally
    unMsgDlg.Free;
  end;
end;

La uso así:

Código Delphi [-]
if _Alert('¿Desea salir del sistema Zeus4Linux 1.0?','Responda',mtConfirmation,
    [mbYes, mbNo],['Sí','No']) = mrYes then...