confirmation message using java script?

The simplest way is using

window.confirm(message);

http://www.w3schools.com/jsref/met_win_confirm.asp[^]
This is not standard but implemented in all browsers.
In fact there is no standard for this - however if you do some Google (in case that window.confirm not fit) you will find a lot of solutions...

try this js function:-

function confirmSave() {
    var ans = confirm('Do you want to save this data?');
    if (ans == true) {
        return true;
    }
    else {
        return false;
    }
}

and write

OnClientClick="return confirmSave();"

in your buttonfield.

Refer - Asp.net Delete gridview records with confirmationbox example[^].

It shows example for Delete operation. Try to replicate the same behaviour for Update.

function load(){
var res =  window.confirm("How Are You ?");
 if(res){
code to update the data in database.
}
else{
do something else
}
}

call this function from wherever you want to call.