Here Mudassar Ahmed Khan has explained with an example, how to display Delete Confirmation Box with RowCommand in ASP.Net GridView using C# and VB.Net.
Inside the RowDataBound event handler, the Delete Button will be referenced and then JavaScript Confirmation Box will be assigned to its Client Side OnClick event handler in ASP.Net using C# and VB.Net.
Thus when the RowCommand event is triggered, the JavaScript Confirmation Box will be displayed in ASP.Net using C# and VB.Net.