Answer
Yes, but it requires a code change in Developer Studio rather than a configuration option — in the relevant window's own .cs file, shift the button focus from the OK/Yes button to the No button, for example with something like pbNo.MethodInvestigateState(); if (pbNo.IsEnabled()) { Sal.SetFocus(pbNo); }. This is a per-window customization (the exact code varies depending on the specific window and its button names), rather than a single global setting that applies everywhere Warning Messages appear.