Оформил: DeeCo
Автор: http://www.swissdelphicenter.ch

function DefMessageDlg(const ACaption: string;
   const Msg: string;
   DlgType: TMsgDlgType;
   Buttons: TMsgDlgButtons;
   DefButton: Integer;
   HelpCtx: Longint): Integer;
 var
   i: Integer;
   btn: TButton;
 begin
   with CreateMessageDialog(Msg, DlgType, Buttons) do
     try
       Caption := ACaption;
       HelpContext := HelpCtx;
       for i := 0 to ComponentCount - 1 do
       begin
         if (Components[i] is TButton) then
         begin
           btn := TButton(Components[i]);
           btn.default := btn.ModalResult = DefButton;
           if btn.default then ActiveControl := btn;
         end;
       end;
       Result := ShowModal;
     finally
       Free;
     end;
 end;

 // Sets the focus on the "No"-Button 
// Setzt den Fokus auf den "Nein"-Button 

procedure TForm1.Button1Click(Sender: TObject);
 begin
   if DefMessageDlg('Title',
     '....?',
     mtConfirmation,
     mbYesNoCancel,
     mrNo,
     0) = mrYes then
     ShowMessage('....');
 end;