Ask the user for confirmation when they click a button

<asp:Button ID="Button1" runat="server" Text="Button" OnClientClick="return confirm('Are you sure you want to delete this record?');" /> 

<asp:Button ID="Button1" runat="server" Text="Button" OnClientClick="return confirm('Are you sure you want to delete this record?');" />   

Alternatively, you can add the confirmation message from your code-behind file in the Page Load event:

    Protected Sub Page_Load(ByVal sender As Object, ByVal e As System.EventArgs) Handles Me.Load  
        Button1.Attributes.Add("onclick", "return confirm('Are you sure you want to delete this record?');")  
    End Sub