I can bring you a cookie. Would you like some asparagus?

I was web browsing this morning, and I clicked on a video link on a website, and IE popped up a little dialog that said.

You have clicked on a video link. Internet Explorer can play this in a separate window, which will allow you to keep browsing the web while the link plays.

Do you want to play this video in Internet Explorer?

Yes/No/Cancel

I thought it was UI design 101 that when you told somebody about an option and then gave them a choice, the choice should not be phrased as THE EXACT OPPOSITE to the option you just told them about. Because, unless you read the question very closely, you will end up choosing the wrong thing. And, of course, you had the “remember my choice” option checked, so now you're stuck with the setting.

I had to read that dialog three times before I realized that I needed to click 'No', but I know that I've done it wrong before.

[Note to readers. I'm actually a fan of asparagus, but you have to admit it's at least close to an anti-cookie]