How to prevent the firing of index changed event in a dropdownlist when 'NO' is selected in the confirmation box

Dear friends,
I have a simple query based on the index changed event of a dropdownlist in ASP.NET. The scenario is i have a dropdown list bearing a collection of items (say ONE, TWO, THREE, FOUR, FIVE) with the default value selected as 'ONE'. Now, when the client changes the index (say the client selects 'TWO'), a confirmation box is prompted asking 'Are you sure want to change the index?' with the buttons YES & NO. Now, the problem is, if YES button is clicked then its working fine as the index is changed. But when NO button is clicked in the confirmation box, I do not want the index to be changed to 'TWO' and it should be holding the previously selected value which was 'ONE'. How can I do this? For which event should I write the code, as I cant think of writing the code for the IndexChanged event because here the index change has already occured and since there is no 'IndexChanging' event in ASP.NET, where shall i write the code ...