You can’t do it. But you can use custom Alert and Confirm boxes.
You can read about some User Interface libraries here:
http://speckyboy.com/2010/05/17/15-javascript-web-ui-libraries-frameworks-and-libraries/
Most common libraries are:
- http://jqueryui.com/
- http://mootools.net/
- http://www.prototype-ui.com/
- http://script.aculo.us/
- http://developer.yahoo.com/yui/