Page_Load

if(!IsPostBack)			btnConfirm.Attributes.Add("onclick","return confirm('Do you want to Delete');");

btnConfirm_Click
	
//Your server code to delete

private void dg_ItemCreated(object sender, System.Web.UI.WebControls.DataGridItemEventArgs e)
{
	
//Check for Item and Alternate Items if(e.Item.ItemType==ListItemType.AlternatingItem || e.Item.ItemType==ListItemType.Item)
  {
	Button btn=(Button)e.Item.Cells[0].Controls[0];
btn.Attributes.Add("onclick","return confirm(‘Do you want to continue?’);");
  }

}