Create alert dialog

UIAlertView takes care of this

UIAlertView *alert = [[UIAlertView alloc]
                       initWithTitle:@"Alert View"
                       message:@"Here is an alert message"
                       delegate:nil
                       cancelButtonTitle:@"Cancel"
                       otherButtonTitles:@"OK", nil];
[alert show];

// Since alert object is allocated above, it must  be released here
[alert release];