YOu can create your own form and use the showdialog method of the form to get the same effect. Then you can add any buttons you want
Here are the click events
Private Sub Yes_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Yes.Click
Me.DialogResult = DialogResult.Yes
Me.Close()
End Sub
Private Sub No_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles No.Click
Me.DialogResult = DialogResult.No
Me.Close()
End Sub
Private Sub Retry_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Retry.Click
Me.DialogResult = DialogResult.Retry
Me.Close()
End Sub