import wx
app = wx.PySimpleApp()
dlg = wx.MessageDialog(None, "Is this explanation OK?",'A Message Box',wx.YES_NO | wx.ICON_QUESTION)
retCode = dlg.ShowModal()
if (retCode == wx.ID_YES):
print "yes"
else:
print "no"
dlg.Destroy()
retCode = wx.MessageBox("Is this way easier?", "Via Function",wx.YES_NO | wx.ICON_QUESTION)