How to implement a confirmation (yes/no) DialogPreference?

That is a simple alert dialog, Federico gave you a site where you can look things up.

Here is a short example of how an alert dialog can be built.

new AlertDialog.Builder(this)
.setTitle("Title")
.setMessage("Do you really want to whatever?")
.setIcon(android.R.drawable.ic_dialog_alert)
.setPositiveButton(android.R.string.yes, new DialogInterface.OnClickListener() {

    public void onClick(DialogInterface dialog, int whichButton) {
        Toast.makeText(MainActivity.this, "Yaay", Toast.LENGTH_SHORT).show();
    }})
 .setNegativeButton(android.R.string.no, null).show();