Recently I've been using PerlQt.

The GUI builder (qt designer) is very easy to use and actually works pretty well with Perl.

Here's a program that demonstrates your popup message box:

#!/usr/local/bin/perl

use warnings;
use strict;

use Qt;

my $a = Qt::Application();

my $ret = Qt::MessageBox::information(undef, $0,
                                      'Are you sure you want to quit?'
+,
                                      'Yes', 'No');

exit $ret;
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