AlertDialog alertDialog = new AlertDialog.Builder(MyActivity.this).create();
alertDialog.setTitle(getString(R.string.my_dialog_title));
alertDialog.setMessage(getString(R.string.my_dialog_message));
alertDialog.setButton(AlertDialog.BUTTON_NEUTRAL, "OK",
    new DialogInterface.OnClickListener() {
        public void onClick(DialogInterface dialog, int which) {
            dialog.dismiss();
        }
    });

MyActivity - например MainActivity (если из MainActivity.java)

my_dialog_title и my_dialog_message - значения из strings.xml

Результат: