button.Attibutes.Add("onClick", "javascript:return confirm('Are You Sure You Wish To Delete This Item ?');");
because the delete button you will probably need to implement this in the onitemdatabound event of the datagrid using an ((ImageButton)e.FindControl("controlName")).Attributes.Add("onClick", "javascript:return confirm('Are You Sure You Wish To Delete This Item ?');");
I am doing the syntax from memory and have been coding in VB for the last couple of months but hopefully you get the idea.