Choose carefully.

[plonq]

I am seldom accused of subtlety.

Comments

[tzisorey.livejournal.com]

Too subtle.

... assuming the end users will read the message before blindly clicking on "OK"

[dalesql.livejournal.com]

Evil, pure evil. That's why it fits in so well with Excel.

[cozycabbage.livejournal.com]

I would have had something like:
"Uh oh...:
Press CANCEL and save your spreadsheets.
If you like to lose data, press OK."

The more you work for people, the more you realize your error messages should have one word at most.

[gedrean.livejournal.com]

Swap OK to closing the app.