You can't create a pop up window from a batch file. The easiest way is probably using VBScript. You can use a piece of VBScript to pop up a question like that but the difficult part is sending the reply back to DOS.
For example, open up notepad, paste this in and save the file as question.VBS
Now double click it to see what it does.
Dim iResult
iResult = msgbox("A question",4)
call msgbox("return code is " & iResult)
To call this from a batch file you use something like this:
wscript <path to your VBS file>
Post back if you would like more help.