Confirm dialog box in swing with two buttons

Following is my swing program code

import javax.swing.*;  
import java.awt.event.*;  
public class OptionPaneExample extends WindowAdapter{  
JFrame f;  
OptionPaneExample(){  
    f=new JFrame();   
    f.addWindowListener(this);  
    f.setSize(300, 300);  
    f.setLayout(null);  
    f.setDefaultCloseOperation(JFrame.DO_NOTHING_ON_CLOSE);  
    f.setVisible(true);  
}  
public void windowClosing(WindowEvent e) {  
    int a=JOptionPane.showConfirmDialog(f,"Are you sure?");  
if(a==JOptionPane.YES_OPTION){  
    f.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);  
}  
}  
public static void main(String[] args) {  
    new  OptionPaneExample();  
}     
} 

In output i want only two buttons Yes and No. But in output i'm getting cancel button. How to remove that please let me know.

I'm getting this output. But i want only two buttons Yes and No.