How to set a cancel button in Progress Dialog?

I want to set a cancel button in my ProgressDialog. Below is my code:

myDialog = new ProgressDialog(BaseScreen.this);
myDialog.setMessage("Loading...");
myDialog.setCancelable(false);
myDialog.show();

I want to set a button with an onClickListener on this ProgressDialog. I tried with this code:

myDialog.setButton("Cancel", new OnClickListener() {        
    @Override
    public void onClick(DialogInterface dialog, int which) {
        // TODO Auto-generated method stub          
        myDialog.dismiss();
    }
});

But it isn't working. I tried other similar listeners also, but still no success. How can I solve this problem?

The setButton method you are using is deprecated (although it should still work). Also, you might want to add the button before showing the dialog. Try:

myDialog = new ProgressDialog(BaseScreen.this);
myDialog.setMessage("Loading...");
myDialog.setCancelable(false);
myDialog.setButton(DialogInterface.BUTTON_NEGATIVE, "Cancel", new DialogInterface.OnClickListener() {
    @Override
    public void onClick(DialogInterface dialog, int which) {
        myDialog.dismiss();//dismiss dialog
    }
});
myDialog.show();

Make sure you call myDialog.setButton before calling myDialog.show();
Also you can use myDialog.setButton("Cancel", (DialogInterface.OnClickListener) null); if you only need to close the dialog on button click.