Android, SeekBar in dialog

I would like to use a dialog with a seekbar in my application. But I don't really know how to do it because I lack experience with android.

So, when you press a button: a dialog should come up, with a seekbar and the user is able to enter a value and then press OK-button.

The code I have at the moment is the default code by developer.android:

AlertDialog.Builder builder = new AlertDialog.Builder(this);
builder.setMessage("Are you sure you want to exit?")
        .setCancelable(false)
       .setPositiveButton("Yes", new DialogInterface.OnClickListener() {
           public void onClick(DialogInterface dialog, int id) {
                MyActivity.this.finish();
       }
   })
   .setNegativeButton("No", new DialogInterface.OnClickListener() {
       public void onClick(DialogInterface dialog, int id) {
            dialog.cancel();
       }
   });
AlertDialog alert = builder.create();

How should I do to add a SeekBar?

Thanks!