Warning messages sometimes have to contain a lot of words - sometimes, it's paragraphs of explanatory text. If that's the case, not all is lost, people can still process them with little to no pain.

Let's take an example of an annoyingly long message. How does the user (me, in this case) process it?

I see two buttons that give me the choice of "Yes" and "No" - the most natural thing to do now is to look for the question. However, I'm first presented with 2 sentences explaining why I'm seeing the question, with the first of them stating the obvious and not seeming like an issue. Then, the question follows.

Here's what I really want to see:

Do you want to continue?

If you continue, you will lose any changes you made to the attachment "XYZ.pptx" from the message "ABC". The attachment is open or in use by another application.

CONTINUE - or - CANCEL

Improvements: 

1. As the question first.
2. Put the most important information next (that little bit about losing changes).
3. Don't offer Yes/No choices. It's "Do you want to Continue or Cancel?"

Cheers.