Normally we would like to provide a confirmation dialog to the user before deleting something and initiate an AJAX request if user says yes to delete. Standard way looks like this:
<asp:Button ID="Button1" runat="server" OnClientClick="return confirm('Are you sure you want to delete?');" />
To work with AJAX when the button is AJAX-enabled or inside update panel or added to AJAX setting to AjaxManager it needs to be changed a bit.
<asp:Button ID="Button1" runat="server" OnClientClick="if (!confirm('Are you sure?')) return false;" />