How do I create a message box with "Yes", "No" choices and a DialogResult?

This should do it:

DialogResult dialogResult = MessageBox.Show("Sure", "Some Title", MessageBoxButtons.YesNo);
if(dialogResult == DialogResult.Yes)
{
    //do something
}
else if (dialogResult == DialogResult.No)
{
    //do something else
}

DialogResult dr = MessageBox.Show("Are you happy now?", 
                      "Mood Test", MessageBoxButtons.YesNo);
switch(dr)
{
   case DialogResult.Yes:
      break;
   case DialogResult.No:
      break;
}

MessageBox class is what you are looking for.