Wrong question. "How would you handle users" starts at the wrong end.
The correct question is "Given that dialogs distract users from the task at hand, what better alternatives exist?".
When working to achieve a goal or finish a task, we can distinguish three situations:
(1) The application comes to the conclusion that there is no action it can take which will make the user achieve the goal. Pop up a message, with one button to dismiss it. You don't care if the reader understands it, since the outcome doesn't matter anyway.
(2) There is only one action that you can take, or the alternatives are irrelevant to the user. Don't bother him at all.
(3) There are two or more ways of achieving the goal. Let the user choose between these. Do not formulate this as a yes/no question. (Vista offers this as a common dialog, to replace the message box.) If at all possible, do not make this an irreversible choice.
The exception to this rule is the situation where the user would expect a yes/no question. But really, if that is the case, then why isn't the question part of the normal workflow? Dialog boxes are outside the normal workflow.