procedure CancelButtonOnClick(Sender: TObject);
begin
  SuspendProc;
  if MsgBox(ExpandConstant('{cm:ExitQuestion}'), mbConfirmation, MB_YESNO) = IDYES then ISDoneCancel:=1;
  ResumeProc;
end;

MyCancelButton:=TButton.Create(WizardForm);
  with MyCancelButton do begin
    Parent:=WizardForm;
    Width:=ScaleX(135);
    Caption:=ExpandConstant('{cm:CancelButton}');
    Left:=ScaleX(360);
    Top:=WizardForm.cancelbutton.top;
    OnClick:=@CancelButtonOnClick;
  end;