Confirmation message for the AutoGenerate delete button

Hi,

 I have an AutoGenerate delete link in my aspx page. 

 AutoGenerateDeleteColumn="True"

Currently, when the use clicks on the delete button, the record is deleted without any warning or confirmation. How can I ask the user if they are sure of the deleting the record or not? After confirmation only the record should be deleted. I am currently deleting the records from the DeleteCommand event in the code behind. Please help.