What you want is one thing, and what you have is something else. To makes sure this is the way it is, its enough to take a look at the specifications:
http://www.w3schools.com/js/js_popup.asp[
^].
As you can see, no options; and this is easy to explain: those dialogs in fact run "outside" of the Web page, but as an OS dialog box running as owned by a Web browser. It's appearance depends on OS display settings, not your code.
If you want a custom look and perhaps behavior, you will need radically different approach: simulation of popup (modal) dialog behavior by means of HTML elements on your page working with JavaScript. This is already done in jQuery library complemented by its UI library.
You can freely download these libraries and use them in your application. See
http://docs.jquery.com/UI/Dialog[
^].
Naturally, you will be able to style the content of the dialog window by usual means of HTML and CSS the way you want.
—SA