How can I show a message box with two buttons?

You probably want to do something like this:

result = MsgBox ("Yes or No?", vbYesNo, "Yes No Example")

Select Case result
Case vbYes
    MsgBox("You chose Yes")
Case vbNo
    MsgBox("You chose No")
End Select

To add an icon:

result = MsgBox ("Yes or No?", vbYesNo + vbQuestion, "Yes No Example")

Other icon options:

vbCritical or vbExclamation

The VBScript Messagebox is fairly limited as to the labels you can apply to the buttons, your choices are pretty much limited to:

• OK
• Cancel
• Retry
• Abort
• Ignore
• Yes
• No

So you are going to have to build your own form if you want "ON"/"OFF"

Better yet, why not rephrase the prompt in the box so one of the above options works.

For example:

Do you want the light on? 
[Yes] [No]

And for God's sake don't do one of these UI monstrosities!

Switch setting? (Click "yes" for ON and "No" for Off)
[Yes] [No]

Remember - if you set the buttons to vbOkOnly - it will always return 1.

So you can't decide if a user clicked on the close or the OK button. You just have to add a vbOk option.