Yes/No alert through Personalization?

I have a requirement from a user and I don't think it's possible, but thought I'd ask.

On the PO form, when the APPROVE button is clicked, they would like a prompt/alert with a Yes/No option

If Yes I would take them to a custom APEX page (basically just a URL) where they can do something and then they come back to the PO form.

If No the PO form continues as normal. 

I preferably would like to do this through Personalization but I don't see any Yes/No (or even an OK/Cancel) options in the Message menus, so I'm thinking to do this would be a major customization?