You could use an AlertDialog for this and construct one using its Builder class. The example below uses the default constructor that only takes in a Context since the dialog will inherit the proper theme from the Context you pass in, but there's also a constructor that allows you to specify a specific theme resource as the second parameter if you desire to do so.

new AlertDialog.Builder(context)
    .setTitle("Delete entry")
    .setMessage("Are you sure you want to delete this entry?")

    // Specifying a listener allows you to take an action before dismissing the dialog.
    // The dialog is automatically dismissed when a dialog button is clicked.
    .setPositiveButton(android.R.string.yes, new DialogInterface.OnClickListener() {
        public void onClick(DialogInterface dialog, int which) { 
            // Continue with delete operation
        }
     })

    // A null listener allows the button to dismiss the dialog and take no further action.
    .setNegativeButton(android.R.string.no, null)
    .setIcon(android.R.drawable.ic_dialog_alert)
    .show();