Essentially, you just write all the options you want after the message box, like so:
MessageBox "Message goes here", "Choice 1", "Choice 2", "Choice 3"
These choices will become buttons, and which button is pressed can be detected by GetButtonPressed. Note that the first choice is the "0th" button, the second choice is the "1st" button, etc.
So:
Not yet clicked --> GetButtonPressed = -1
Click on Choice 1 --> GetButtonPressed = 0
Click on Choice 2 --> GetButtonPressed = 1
Click on Choice 3 --> GetButtonPressed = 2
I generally use a "messageOn" variable to determine when the message is on screen; when messageOn == 1, I check for GetButtonPressed. When a button is pressed, I set messageOn back to 0, so it stops checking for button presses.