MessageBox with YesNoCancel - No & Cancel triggers same event

This should work fine:

Dim result As DialogResult = MessageBox.Show("message", "caption", MessageBoxButtons.YesNoCancel)
If result = DialogResult.Cancel Then
    MessageBox.Show("Cancel pressed")
ElseIf result = DialogResult.No Then
    MessageBox.Show("No pressed")
ElseIf result = DialogResult.Yes Then
    MessageBox.Show("Yes pressed")
End If

I see all the answers are correct. I just want to write a little different piece of code. In my opinion, you may do it without using an extra variable to save the result of the dialogBox. Take a look:

VB Code

Select Case MsgBox("Your Message", MsgBoxStyle.YesNoCancel, "caption")
                    Case MsgBoxResult.Yes
                        MessageBox.Show("Yes button")
                    Case MsgBoxResult.Cancel
                        MessageBox.Show("Cancel button")
                    Case MsgBoxResult.No
                        MessageBox.Show("NO button")
 End Select

C# Code

switch (MessageBox.Show("Message", "caption", MessageBoxButtons.YesNoCancel))
        {
            case DialogResult.Yes: MessageBox.Show("Yes"); break;
            case DialogResult.No: MessageBox.Show("No"); break;
            case DialogResult.Cancel: MessageBox.Show("Cancel");  break;
        }

Just to add a bit to Darin's example, the below will show an icon with the boxes. http://msdn.microsoft.com/en-us/library/system.windows.forms.messagebox(v=vs.110).aspx

Dim result = MessageBox.Show("Message To Display", "MessageBox Title", MessageBoxButtons.YesNoCancel, MessageBoxIcon.Question)

If result = DialogResult.Cancel Then

    MessageBox.Show("Cancel Button Pressed", "MessageBox Title",MessageBoxButtons.OK , MessageBoxIcon.Exclamation)

ElseIf result = DialogResult.No Then

    MessageBox.Show("No Button Pressed", "MessageBox Title", MessageBoxButtons.OK, MessageBoxIcon.Error)

ElseIf result = DialogResult.Yes Then

    MessageBox.Show("Yes Button Pressed", "MessageBox Title", MessageBoxButtons.OK, MessageBoxIcon.Information)

End If