import javax.swing.JOptionPane;

public class JOptionPaneYesNoDemo
{
   public static void main(String[] args)
   {
      int answer =
           JOptionPane.showConfirmDialog(null,
                "End program?", "Want to end?", JOptionPane.YES_NO_OPTION);
      if (answer == JOptionPane.YES_OPTION)
          System.exit(0);
      else if (answer == JOptionPane.NO_OPTION)
          System.out.println("One more time");
      else
          System.out.println("This is impossible");

      System.exit(0);//If you omit this and the user clicks no,
          //then the window goes away but the program does not end
   }
}