In HTML page ,for gridview button column tag add this code <asp:TemplateField ShowHeader="False">
<ItemTemplate>
<asp:LinkButton ID="LinkButton1" runat="server" CausesValidation="False" CommandName="Delete"
OnClientClick='return confirm("Are you sure you want to delete this entry?");'
Text="Delete" />
</ItemTemplate>
</asp:TemplateField>