function MessageDlgEx(const MsgCaption, Msg: String; DlgType: TMsgDlgType; Buttons: TMsgDlgButtons; HelpCtx: Longint): Integer;
var
  i: Integer;
begin
  with CreateMessageDialog(Msg, DlgType, Buttons) do
  try
    Caption := MsgCaption;
    HelpContext := HelpCtx;
    for i := 0 to Pred(ComponentCount) do
    begin
      if Components[i] is TButton then
      begin
        if TButton(Components[i]).Name= 'Yes' then
          TButton(Components[i]).Caption:= 'Knopf 1';
        if TButton(Components[i]).Name= 'No' then
          TButton(Components[i]).Caption:= 'Knopf 2';
        if TButton(Components[i]).Name= 'Cancel' then
          TButton(Components[i]).Caption:= 'Knopf 3';
      end;
    end;
    Result := ShowModal;
  finally
    Free;
  end;
End;

procedure TForm1.Button1Click(Sender: TObject);
begin
 if MessageDlgEx('Information 1', 'Knopf 1?', mtConfirmation, mbYesNoCancel, 0) = mrYes then
   ShowMessage('Knopf 1');
end;