Ok, what you have to do is handle this client side with javascript. Start off with the javascript method:
<script type="text/javascript">
function PopupConfimBox() {
var confirmBox = confirm("My Question here");
if (confirmBox == true) {
return (true / false);
}
else {
return (true / false);
}
}
</script>
Ok, now link this up with your ASP button in the OnClientClick event!
<asp:button id="btnMyMagicButton" runat="server" onclientclick="return PopupConfirmBox()" clientclick="MyServerSideMethod()" text="Click Me!" xmlns:asp="#unknown" />
Your server side method will only be called if your client side (javascript) method returns true.