Your way (using dialogs)..

Code:
menu menubar {
  Master:dialog -am yesno yesno
}

dialog yesno { 
  title "Are you sure?" 
  size -1 -1 144 50 
  option dbu  
  text "Are you sure you wanna do that?", 1, 31 10 81 6  
  button "Yes", 2, 29 27 37 12
  button "No", 3, 75 27 37 12
}

On *:Dialog:yesno:*:*: {
  if ($devent == sclick) {
    if ($did == 2) echo -a Continue...
    if ($did == 3) echo -a Don't continue...
  }
  if ($devent == close) {
    echo -a Dialog closed...
  }
  if ($devent == init) {
    echo -a Dialog opened...
  }
}


Since you said you're a new scripter, I just thought I'd add some more informations on dialogs. init is the Dialog event which the dialog opens. Sclick is when a dialog control (edit, radio, combo...) has been single clicked. Closed as you can see above triggers when the dialog itself has been closed. The above Dialog events can also look like..

Code:
menu menubar {
  Master:dialog -am yesno yesno
}

dialog yesno { 
  title "Are you sure?" 
  size -1 -1 144 50 
  option dbu  
  text "Are you sure you wanna do that?", 1, 31 10 81 6  
  button "Yes", 2, 29 27 37 12
  button "No", 3, 75 27 37 12
}

On *:Dialog:yesno:init:*: {
  echo -a Dialog opened...
}

on *:Dialog:yesno:sclick:2: {
  echo -a Continue...
}

on *:Dialog:yesno:sclick:3: {
  echo -a Don't continue...
}

on *:Dialog:yesno:close:*: {
  echo -a Dialog closed...
}


You may already know all of this (but I hope you don't because hopefully you can learn something new hehe).

All the best,

-Andy.