Most of the OK, NO, CANCEL, YES dialogs are inside windows themselves, when a program pops up such a dialog it asks windows to fill in that text from the gui dlls of the OS, only when you use a custom message, or build a dialog from scratch does it allow you to edit them via a res editor like reshack, resource hunter, eXescope etc. if you find the dll with the default text in there, youll have to turn off WFP or windows will replace it.
Its probably going to be inside user32.dll, since thats where most of the functions are, MessageBox, MessageBoxEx , AfxMessageBox
I had a quick peek in user32.dll and sure enough thats where they seem to be, they may not be the only ones there, under string resources number 51, also dialog 9 (for Xp pro at least)
I like restuner, it allows you to modify a lot of the defaults etc.
http://www.restuner.com/
Of course messing with dlls that part of the OS can have a heavy penalty
