you can take a help of Javascript.
use Confirm() function. here is example
function askConfirm()
{
if(confirm("are you sure"))
alert("you clicked Yes")
else
{
alert("you clicked No")
return false;
}
}
add this function on your submit button click.
"return false" will cancel your execution.
call following function in ASPX page like this
<asp:button id="btnSubmit" runat="Server" text="Submit" onclientclick="return askConfirm()" >