I believe thehen has a plugin which handles this for you.
I got a look around Windows Phone Plugin of TheHen yesterday. Thankfully, it has the function to catch the event when user clicks to the Back button.
Currently, when user clicks to the Back button, I set time = 0 (so that the game is paused), and display an alert message asking if they what to continue the game or Quit. In fact, the alert message has 2 buttons: Continue and Exit.
However, it seems like there is no option to have two buttons on the alert.
Do you have any suggestion for me in this situation?