Whenever user submit the data,we need a confirmation (Yes/No) message before submit the data into the server.
Use OnClientClick event of clientside event of Button control as:-
<asp:Button ID = "btn_delete" OnClientClick = "javascript:return confirm('Are you sure you want to Delete?')"
runat = "server" Text = "Delete" />
When user clicks the Submit button,confirmation message box will display with OK and Cancel button.By clicking OK to submit the data into server,clicking Cancel will stop the post back.