Delete Confirmation at GridView

Hi,
I'm trying to prompt for confirmation when the user deletes from a gridview. My codes are not prompting. It'll just delete without prompting. The Edit and Delete link button is at the first column.
Please advise. TIA !
aspx ====  <asp:GridView ID="GridView2" runat="server" AllowPaging="True" AllowSorting="True" AutoGenerateColumns="False" DataKeyNames="app_id" DataSourceID="SqlDataSource1" EnableModelValidation="True" Height="345px" Width="762px" BorderColor="Black" BorderStyle="Solid" CssClass="auto-style7">             <Columns>                 <asp:CommandField ShowDeleteButton="True" ShowEditButton="True" />     ...