Hello rmcneil,

One way the you could follow here is something like the following one:

1. Disable the default Prompt Dialog.
2. Handle the BeforeAppointmentsDeleted event
3. Create your own message box there.
4. Decide what to happen if the yes is clicked.

Please take a look at the code below:

 private void ultraDayView1_BeforeAppointmentsDeleted(object sender, BeforeAppointmentsDeletedEventArgs e) 
{
     e.DisplayPromptMsg = false;
     if (MessageBox.Show("Caution - The Appointments will be deleted", "Caption", MessageBoxButtons.YesNo, MessageBoxIcon.Question) == DialogResult.Yes)
         {
             //do what you need here
         }
      else
         { 
              e.Cancel = true; 
         }
}

If you have any other questions please feel free to ask.