Step 1
Open Expression Blend 4 -> select Silverlight-Application -> select Silverlight-Application + Website -> change Name and Location accordingly -> hit OK.
Step 2
Select Assets -> select Triangle -> draw Triangle -> manage width & height, color, stroke color and stroke thickness as shown below:
Step 3
Select Text-Block from Tool-Box , hit Exclamation Mark from the Keyboard with Shift-Key inside Text-Block , manage width & height, color, stroke color and stroke thickness as shown below:
Step 4
Again, select Text-Block from the Tool-Box, Write Alert, manage width & height, color, stroke color and stroke thickness as shown below:
Step 5
Have a look at the XAML code as shown below:
<ed:RegularPolygon InnerRadius="1" PointCount="3" Stretch="Fill" Stroke="White" UseLayoutRounding="False" Margin="192,115,212,171" StrokeThickness="2">
<ed:RegularPolygon.Effect>
<DropShadowEffect/>
</ed:RegularPolygon.Effect>
<ed:RegularPolygon.Fill>
<LinearGradientBrush EndPoint="0.5,1" StartPoint="0.5,0">
<GradientStop Color="Black" Offset="0"/>
<GradientStop Color="#FF00FFED" Offset="1"/>
</LinearGradientBrush>
</ed:RegularPolygon.Fill>
</ed:RegularPolygon>
<TextBlock Margin="289,171,312,199" TextWrapping="Wrap" Text="!" Foreground="White" FontSize="96" FontWeight="Bold">
<TextBlock.Effect>
<DropShadowEffect/>
</TextBlock.Effect>
</TextBlock>
<TextBlock Height="52" Margin="259,0,273,101" TextWrapping="Wrap" Text="Alert" VerticalAlignment="Bottom" FontSize="32" FontWeight="Bold" Foreground="White">
<TextBlock.Effect>
<DropShadowEffect ShadowDepth="10"/>
</TextBlock.Effect>
</TextBlock>
Step 6
Here's the Alert Icon as shown below:
Summary
Here, we can see the Alert-Icon using Triangle Shape and Text-Block in Expression Blend 4.