And once again for JRS.
include "iup.inc"
iupOpen 0,0
select iupAlarm("iupAlarm test", "File not saved! Save it now?", "Yes", "No", "Cancel")
       case 1
          IupMessage ("Save file", "File saved successfully - leaving program")
       case 2
          IupMessage ("Save file", "File not saved - leaving program anyway")
       case 3
          IupMessage ("Save file", "Operation canceled")
end select      
iupClose