MessageBox function prototype:
function MessageBox(
hWnd: Cardinal;
lpText,
lpCaption: PChar;
uType: Cardinal
): Integer; hWnd is the window that the box beloings to
lpText is the message you want displayed
lpCaption is the title of box
uType starts what type of box. Pass "MB_YESNO" (which equals 4) for a yes/no dialog box.
BTW, I've never used Delphi in my life (behold the power of Google

)