One fearless developer I worked with would switch the meaning of the boxes every now and then to 'train' the users not to ignore the texts based on negative feedback.
+------------------------------------------------------+
| |
| Are you really sure you don't want to format ? |
| |
| <yes> <no> |
| |
+------------------------------------------------------+
EDIT: To clarify I didn't suspected this to be a revelation to anyone. I just wanted to put it here, since it's a very relevant audience and I was just surprised nobody have mentioned it already.
Yes, that's the only right way to do it. But unfortunately even the largest companies still get this sort of thing wrong with alarming regularity.
Another pet peeve of mine is error messages that list multiple possible causes when clearly the underlying software must know exactly which one was the 'real' cause. So then you have to go and investigate a bunch of stuff just on the off chance that that was what caused the issue.
Plenty of times later in life when I saw some cryptic message in a dialog box I suspected that he'd found new employment, but based on the high frequency of such instances it's hard to believe they're all related to him ;)
I think IE8 did something like this, w.r.t content not served over https during an https session. It was a yes/no box worded like "Do you want to view the content only served over https?" assuming the users would generally click "yes" thinking it was the more permissive option.
