If you would like to customize all the Confirm dialogs in your application, I would suggest you to implement your custom class with custom Confirm method that will configure your RadWindows as you like. It could localize the text in your windows and change the Icon and even attach short-key combinations for Ok and Cancel. Unfortunately the RadWindow control doesn't support all of these features out-of-the-box, but you could implement them all. You could use the approach I suggested in this post: http://www.telerik.com/community/forums/silverlight/window/radconfirm-customization.aspx. I suggest you to change the Icon in the Configure method and localize and attach shortcuts to the buttons in the Confirm method.
If you need further assistance in these, we would be happy to help!
the Telerik team