UIAlertView *alertView = [[UIAlertView alloc] initWithTitle:@"NO!"
                                                        message:@"danger"
                                                       delegate:self
                                              cancelButtonTitle:@"OK"
                                              otherButtonTitles:@"Annul", nil];

    [alertView show];
    [alertView release];

- (void)alertView:(UIAlertView *)alertView clickedButtonAtIndex:(NSInteger)buttonIndex

- (void)alertView:(UIAlertView *)alertView clickedButtonAtIndex:(NSInteger)buttonIndex
  {
          if(buttonIndex == 0)//OK button pressed
          {

          }
          else if(buttonIndex == 1)//Annul button pressed.
          {

          }
  }