#!/bin/bash

osascript  -e 'tell application id "com.apple.systemevents"'
-e 'display dialog "Do you want to continue?" & return & return &
 " Please wait..." buttons {"Cancel", "Okay"} default button
2 cancel button "Cancel"' -e 'end tell' -e 'if button returned is "Cancel" then'
-e '<blah blah kill this script>' -e 'end if'

-- other bash stuff here

#!/bin/bash

osascript >/dev/null 2>&1 <<-EOF
tell application id "com.apple.systemevents"
   set myMsg to "Do you want to continue?" & return & return & " Please wait..."
   set theResp to display dialog myMsg buttons {"Cancel", "Okay"} default button 2
end tell

# Following is not really necessary. Cancel returns 1 and OK 0 ...
if button returned of theResp is "Cancel" then
   return 1
end if
EOF

# Check status of osascript
if [ "$?" != "0" ] ; then
   echo "User aborted. Exiting..."
   exit 1
fi

#-- other bash stuff here
echo "All good, moving on...."