I found another set of examples for customizing an AlertDialog from a guy named Mossila. I think they're better than Google's examples. To quickly see Google's API demos, you must import their demo jar(s) into your project, which you probably don't want.
But Mossila's example code is fully self-contained. It can be directly cut-and-pasted into your project. It just works! Then you only need to tweak it to your needs. See here