To change the exclamation mark on the Alert window you will have to edit its style. Please refer to the following posts for a sample project how to apply the style in code behind: http://www.telerik.com/community/forums/silverlight/window/q1-2010-radwindow-alert.aspx#1171322
and how to change the Icon: http://www.telerik.com/community/forums/silverlight/general-discussions/change-icon-of-radwindow-alert-new-dialogparameters.aspx#1251061
Hope this information helps. If you have any other questions about our controls please feel free to ask again.
All the best,
the Telerik team
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