You just need to provide a simple Message box that asks for confirmation when a button is clickked? There are several ways to accomplish this, but if you don't need a complicated solution consider in adding a small javascript to the Asp.Net control on the OnClientClick attribute:
<asp:ImageButton ID="imbdelete"
OnClientClick="return confirm('Are you sure you want to delete this configuration?');"
runat="server" CausesValidation="false"
ImageUrl="~/_layouts/Images/DELETE.GIF" OnClick="imbdelete_click" />
A message box will be prompted when users clicks this Imagebutton, which will raise the postback only if the 'yes' button is pressed. Cool..