How to create a Custom Dialog box in android?

This is an example dialog, create with xml.

the next code xml is just an example, the design or view is implemented here:

<RelativeLayout xmlns:android="http://schemas.android.com/apk/res/android"
android:orientation="vertical"
android:layout_width="match_parent"
android:layout_height="wrap_content"
android:background="#ffffffff">

<ImageView
    android:layout_width="match_parent"
    android:layout_height="120dp"
    android:id="@+id/a"
    android:gravity="center"
    android:background="#DA5F6A"
    android:src="@drawable/dialog_cross"
    android:scaleType="fitCenter" />

<TextView
    android:layout_width="wrap_content"
    android:layout_height="wrap_content"
    android:text="TEXTO"
    android:id="@+id/text_dialog"
    android:layout_below="@+id/a"
    android:layout_marginTop="20dp"
    android:layout_marginLeft="4dp"
    android:layout_marginRight="4dp"
    android:layout_marginBottom="20dp"
    android:textSize="18sp"
    android:textColor="#ff000000"
    android:layout_centerHorizontal="true"
    android:gravity="center_horizontal" />

<Button
    android:layout_width="wrap_content"
    android:layout_height="30dp"
    android:text="OK"
    android:id="@+id/btn_dialog"
    android:gravity="center_vertical|center_horizontal"
    android:layout_below="@+id/text_dialog"
    android:layout_marginBottom="20dp"
    android:background="@drawable/btn_flat_red_selector"
    android:layout_centerHorizontal="true"
    android:textColor="#ffffffff" />

</RelativeLayout>

this lines of code are resources of drawable:

android:src="@drawable/dialog_cross"
android:background="@drawable/btn_flat_red_selector"

you could do a class extends Dialog, also something like this:

public class ViewDialog {

    public void showDialog(Activity activity, String msg){
        final Dialog dialog = new Dialog(activity);
        dialog.requestWindowFeature(Window.FEATURE_NO_TITLE);
        dialog.setCancelable(false);
        dialog.setContentView(R.layout.dialog);

        TextView text = (TextView) dialog.findViewById(R.id.text_dialog);
        text.setText(msg);

        Button dialogButton = (Button) dialog.findViewById(R.id.btn_dialog);
        dialogButton.setOnClickListener(new View.OnClickListener() {
            @Override
            public void onClick(View v) {
                dialog.dismiss();
            }
        });

        dialog.show();

    }
}

finally the form of call, on your Activity for example:

ViewDialog alert = new ViewDialog();
alert.showDialog(getActivity(), "Error de conexión al servidor");

I hope its work for you.

UPDATE

Drawable XML For dialog :

<shape xmlns:android="schemas.android.com/apk/res/android"> <stroke android:width="2dp" android:color="#FFFFFF" /> <gradient android:angle="180" android:endColor="@color/NaranjaOTTAA" android:startColor="@color/FondoActionBar" /> <corners android:bottomLeftRadius="7dp" android:bottomRightRadius="7dp" android:topLeftRadius="7dp" android:topRightRadius="7dp" /> </shape> 

This xml was provided by @GastónSaillén.

Here I have created a simple Dialog, like:

custom_dialog.xml

<?xml version="1.0" encoding="utf-8"?>
<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
    android:layout_width="fill_parent"
    android:layout_height="80dp"
    android:background="#3E80B4"
    android:orientation="vertical" >

    <TextView
        android:id="@+id/txt_dia"
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:layout_gravity="center"
        android:layout_margin="10dp"
        android:text="Do you realy want to exit ?"
        android:textColor="@android:color/white"
        android:textSize="15dp"
        android:textStyle="bold"/>
    

    <LinearLayout
        android:layout_width="wrap_content"
        android:layout_height="wrap_content"
        android:layout_gravity="center"
        android:background="#3E80B4"
        android:orientation="horizontal" >

        <Button
            android:id="@+id/btn_yes"
            android:layout_width="100dp"
            android:layout_height="30dp"
            android:background="@android:color/white"
            android:clickable="true"
            android:text="Yes"
            android:textColor="#5DBCD2"
            android:textStyle="bold" />

        <Button
            android:id="@+id/btn_no"
            android:layout_width="100dp"
            android:layout_height="30dp"
            android:layout_marginLeft="5dp"
            android:background="@android:color/white"
            android:clickable="true"
            android:text="No"
            android:textColor="#5DBCD2"
            android:textStyle="bold" />
    </LinearLayout>

</LinearLayout>

You have to extends Dialog and implements OnClickListener

public class CustomDialogClass extends Dialog implements
    android.view.View.OnClickListener {

  public Activity c;
  public Dialog d;
  public Button yes, no;

  public CustomDialogClass(Activity a) {
    super(a);
    // TODO Auto-generated constructor stub
    this.c = a;
  }

  @Override
  protected void onCreate(Bundle savedInstanceState) {
    super.onCreate(savedInstanceState);
    requestWindowFeature(Window.FEATURE_NO_TITLE);
    setContentView(R.layout.custom_dialog);
    yes = (Button) findViewById(R.id.btn_yes);
    no = (Button) findViewById(R.id.btn_no);
    yes.setOnClickListener(this);
    no.setOnClickListener(this);

  }

  @Override
  public void onClick(View v) {
    switch (v.getId()) {
    case R.id.btn_yes:
      c.finish();
      break;
    case R.id.btn_no:
      dismiss();
      break;
    default:
      break;
    }
    dismiss();
  }
}

How to Call Dialog ?

R.id.TXT_Exit:
CustomDialogClass cdd=new CustomDialogClass(Values.this);
cdd.show();  

Updates

After a long time one of my friends asked me to make a curved shape dialog with a transparent background. So, Here I have implemented it.

To Make a curved shape you need to create a separate curve_shap.XML as below,

<shape xmlns:android="http://schemas.android.com/apk/res/android" >

    <solid android:color="#000000" />

    <stroke
        android:width="2dp"
        android:color="#ffffff" />

    <corners
        android:bottomLeftRadius="20dp"
        android:bottomRightRadius="20dp"
        android:topLeftRadius="20dp"
        android:topRightRadius="20dp" />

</shape>

Now, add this curve_shap.XML in your main view Layout. In my case I have used LinearLayout

<LinearLayout xmlns:android="http://schemas.android.com/apk/res/android"
        android:layout_width="fill_parent"
        android:layout_height="80dp"
        android:background="@drawable/curve_shap"
        android:orientation="vertical" >
...
</LinearLayout>

How to call this ?

CustomDialogClass cdd = new CustomDialogClass(MainActivity.this);
cdd.getWindow().setBackgroundDrawable(new ColorDrawable(Color.TRANSPARENT));
cdd.show();

I hope that works for you.