first you build your javascript function like this:
<script language="javascript">
function Confirm_Delete() {
if (confirm("Are you sure you want to delete this?")) {
return true;
} else {
return false;
}
}
</script>
then make you link like this:
<a href="page.php" OnClick="return Confirm_Delete();">delete</a>
this will not allow the form to be submitted unless the confirm box has been aswered 'yes'. (providing javascript is enabled)