MessageBox.Show("Some text", "Some title",
MessageBoxButtons.OK, MessageBoxIcon.Error);
DialogResult result = MessageBox.Show("Do you want to save changes?", "Confirmation", MessageBoxButtons.YesNoCancel);
if(result == DialogResult.Yes)
{
//...
}
else if (result == DialogResult.No)
{
//...
}
else
{
//...
}