You can display buttons of your choice while using showOptionDialog(...). Review the code below:

Java Code:
String[] choices = {"Java", "C++", "VB", "COBOL"};
int response = JOptionPane.showOptionDialog(
                               null                     
                             , "Which is your favourite programming language?"     
                             , "Language Poll"             
                             , JOptionPane.YES_NO_OPTION  
                             , JOptionPane.PLAIN_MESSAGE 
                             , null                     
                             , choices                    
                             , "None of your business"   
                           );
Adding custom buttons - JOptionPane.showOptionDialog(...)-languagepool.png