Here's my rendition of it:
Save capture file before program quit?
If you quit the program without saving, your capture data will be discarded.
[Continue without Saving] [Cancel] [Save]
Even without the strange "before program quit" construction and the distracting explanation of the consequences in terms that don't map directly to buttons, this would be a work of art because ...
... when they say "continue", they actually mean "quit".
It just goes to show: you can give developers simple rules like "don't use yes/no/cancel; explain the actions", but you can't be sure they'll follow them in a sensible manner.
The developers of Ethereal (like a more frequent Ethereal user I work with) have probably internalized the rule as "click on the left-most button" and don't care what the dialog or the buttons say. But for those of who don't use this program on a daily basis, we've gone from a dialog that helps us accidentally choose the wrong option to a dialog that leaves us sitting there wondering which button lets us quit.
Even if we've been happy with Ethereal up to that point, the memory we'll take away is one of frustration.