Since PHP is server side, popup messages on the visitors computer are not possible. You'll have to use Javascript, which is client side for something like this.
<a onClick='alert("Please enter a name for this project")'>Project Name</a>
That will just be text that the user can click on, but it won't be a link nor look like one. If you want a link, just add in the href
<a href="http://www.yahoo.com" onClick='alert("Please enter a name for this project")'>Project Name</a>
Cgraz