2) See help for the "Flags" property, one of the options is to show the "confirm overwrite" message.

3) Set the CancelError property - then you will get an error if they cancel. eg:
VB Code:
  1. Private Sub saveas_Click()
  2.     diabox.DialogTitle = "Save Scene As"
  3.     diabox.Filter = "Scene Files (*.tsn)|*.tsn|"
  4.     diabox.CancelError = True
  5.     On Error Resume Next
  6.     diabox.ShowSave
  7.     If Err = 0 Then
  8.       On Error Goto 0    '(resume normal error handling)
  9.       'save the file
  10.       Open App.Path & "\Demo\Scenes\" & diabox.FileTitle For Output As #1
  11.       Print #1, diabox.FileTitle & vbNewLine & txtscenetext.Text & vbNewLine & txtnorth.Text & vbNewLine & txtsouth.Text & vbNewLine & txteast.Text & vbNewLine & txtwest.Text
  12.       Close #1
  13.    End If
  14. done:
  15. End Sub