I don't think this is possible with JDialog without extending it.
You could use JOptionPane.showOptionDialog() (or possibly one of the other show methods), passing the JButtons you want to be used.
If the options passed are components, they'll be rendered as normal, so you can do something like this:
int optionType = JOptionPane.DEFAULT_OPTION;
int messageType = JOptionPane.PLAIN_MESSAGE; // no standard icon
JButton ok = new JButton("ok");
JButton cancel = new JButton("cancel");
//add any handlers to the buttons
...
//construct options
Object[] selValues = { ok, cancel };
//show dialog as normal, selected index will be returned.
int res = JOptionPane.showOptionDialog(null, "message",
"title", optionType, messageType, null, selValues,
selValues[0]);