How does a user delete a record with the mouse?

>Dear Experts
>
>I have following codes in VALID event of grid
>

>ON KEY LABEL CTRL+D 
>

>
>then following lines is on WHEN event of grid
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>ON KEY LABEL CTRL+D DELETE
>

>
>When user press CTRL+D then current record is deleted.
>
>I want to displays this message box before deletion
>
>Are you sure to delete current record?
>
>What will be the best procedure to delete from grid with confrirmation messagebox.