원본:
http://www.devpia.com/MAEUL/Contents/Detail.aspx?BoardID=51&MAEULNO=20&no=7771&page=1

빌더 버전으로 바꾼 것입니다.
원리는 간단합니다.
메시지박스 윈도를 만들고 화면에 보여주기 직전에 버턴의 캡션을 수정하는 것입니다.

//---------------------------------------------------------------------------

#include <vcl.h>
#pragma hdrstop

#include "Unit1.h"
//---------------------------------------------------------------------------
#pragma package(smart_init)
#pragma resource "*.dfm"
TForm1 *Form1;
//---------------------------------------------------------------------------
__fastcall TForm1::TForm1(TComponent* Owner)
    : TForm(Owner)
{
}
//---------------------------------------------------------------------------
HHOOK g_hMessageBoxHook;

int CALLBACK HookWndProc(INT nCode, WPARAM wParam, LPARAM lParam)
{
    HWND    hChildWnd;

    if (nCode == HCBT_ACTIVATE)
    {
        hChildWnd  = (HWND)wParam;
        if (::GetDlgItem(hChildWnd,IDOK) != NULL)
            ::SetDlgItemText(hChildWnd, IDOK,  "확인 OK");
        if (::GetDlgItem(hChildWnd,IDYES) != NULL)
            ::SetDlgItemText(hChildWnd, IDYES, "Change_YES");
        if (::GetDlgItem(hChildWnd,IDNO) != NULL)
            ::SetDlgItemText(hChildWnd, IDNO,  "Change_NO");

        // 훅 해제
        UnhookWindowsHookEx(g_hMessageBoxHook);
    }
    else
        CallNextHookEx(g_hMessageBoxHook, nCode, wParam, lParam);

    return 0;
}


UINT TForm1::MyMessageBox(HWND hWnd, char* szText, UINT nType)
{
    // 훅설정
    g_hMessageBoxHook = SetWindowsHookEx(WH_CBT, (int (__stdcall *)())&HookWndProc, 0, GetCurrentThreadId());

    // 메시지 박스 호출
    return MessageBox(hWnd, szText, "알림", nType);
}


//---------------------------------------------------------------------------
// Test

void __fastcall TForm1::Button1Click(TObject *Sender)
{
    MyMessageBox(0,  "MessageBox 테스트입니다.", MB_OK | MB_ICONINFORMATION);
}
//---------------------------------------------------------------------------