This is the coding for the deletion in the DataGrid, how to add a function to call a delete message box? Thanks..

private void grdOrderDetail_DeleteCommand(object source, System.Web.UI.WebControls.DataGridCommandEventArgs e)
{

// Get the row number to delete
int RowToDelete = e.Item.ItemIndex;
// Retrieve the previous Order Detail DataSet
DataSet dsOrderDetail = (DataSet)Session["dsOrderDetail"];
// Tell the business object to delete the specified row
this.oOrderDetail.Delete(dsOrderDetail, RowToDelete);
// Rebind the DataGrid
this.BindControl(this.grdOrderDetail);

}