Showing a message box before redirection to another page

I have a menu items as follow:
<asp:Menu ID="NavigationMenu" runat="server" DataSourceID="SiteMapDataSource1" onmenuitemdatabound="NavigationMenu_MenuItemDataBound" Orientation="Horizontal" StaticEnableDefaultPopOutImage="False" staticsubmenuindent="5"> <LevelMenuItemStyles> <asp:MenuItemStyle CssClass="LoginningUserStyle" /> <asp:MenuItemStyle CssClass="SubMenusStyle1" /> <asp:MenuItemStyle CssClass="SubMenusStyle2"/> </LevelMenuItemStyles> </asp:Menu> The menu items urls:
<?xml version="1.0" encoding="utf-8" ?> <siteMap xmlns="http://schemas.micros ...