AlertDialog.Builder builder = new AlertDialog.Builder(this);
    builder.setMessage("Are you sure you want to exit?")
           .setCancelable(false)
           .setPositiveButton("Yes", new DialogInterface.OnClickListener() {
               public void onClick(DialogInterface dialog, int id) {
                    CustomTabActivity.this.finish();
               }
           })
           .setNegativeButton("No", new DialogInterface.OnClickListener() {
               public void onClick(DialogInterface dialog, int id) {
                    dialog.cancel();
               }
           });
    AlertDialog alert = builder.create();
    alert.show();