There are probably better ways, in general...

but you can certainly do it this way if you want to, try something like this:

  <script language="VBScript" type="text/VBScript">

  sub confirmDelete(toObj)

    Dim intKeyPress
    intKeyPress = msgbox("Are you sure to delete this record?", _
                       vbYesNo+vbQuestion,"Confirm Deletion")
    if intKeyPress = vbNo then

       toObj.href = document.location

    else		

       toObj.href="http://spacefold.com"

    end if

  end sub

</script>

<a href="" onClick="ConfirmDelete(Me)">this is a test</a>