Here is source code of the Program to Demonstrate Alert Dialog Box in Android. The program is successfully compiled and run on a Windows system using Eclipse Ide. The program output is also shown below.
Main Activity

package com.example.alertdialog;

import android.os.Bundle;
import android.app.Activity;
import android.app.AlertDialog;
import android.view.Menu;
import android.view.View;
import android.widget.Button;

public class MainActivity extends Activity {

@Override
protected void onCreate(Bundle savedInstanceState) {
super.onCreate(savedInstanceState);
setContentView(R.layout.activity_main);
Button but = (Button) findViewById(R.id.button);
but.setOnClickListener(new View.OnClickListener() {

@Override
public void onClick(View v) {
// TODO Auto-generated method stub
// Create an alert dialog box
AlertDialog.Builder builder = new AlertDialog.Builder(
MainActivity.this);

// Set alert title
builder.setTitle(R.string.alerttitle);

// Set the value for the positive reaction from the user
// You can also set a listener to call when it is pressed
builder.setPositiveButton(R.string.ok, null);

// The message
builder.setMessage(R.string.message);

// Create the alert dialog and display it
AlertDialog theAlertDialog = builder.create();
theAlertDialog.show();

}
});
}

@Override
public boolean onCreateOptionsMenu(Menu menu) {
// Inflate the menu; this adds items to the action bar if it is present.
getMenuInflater().inflate(R.menu.main, menu);
return true;
}

}
ActivityMain.xml
<RelativeLayout xmlns:android="http://schemas.android.com/apk/res/android"
xmlns:tools="http://schemas.android.com/tools"
android:layout_width="match_parent"
android:layout_height="match_parent"
android:paddingBottom="@dimen/activity_vertical_margin"
android:paddingLeft="@dimen/activity_horizontal_margin"
android:paddingRight="@dimen/activity_horizontal_margin"
android:paddingTop="@dimen/activity_vertical_margin"
tools:context=".MainActivity" >

<Button
android:id="@+id/button"
android:layout_width="wrap_content"
android:layout_height="wrap_content"
android:layout_alignParentLeft="true"
android:layout_alignParentRight="true"
android:layout_centerVertical="true"
android:text="SHOW DIALOG" />

</RelativeLayout>