The best way that I found is here.
HTML CODE
<a href="delete.cfm" onclick="return confirm('Are you sure you want to delete?');">Delete</a>
ADD THIS TO HEAD SECTION
$(document).ready(function() {
$('a[data-confirm]').click(function(ev) {
var href = $(this).attr('href');
if (!$('#dataConfirmModal').length) {
$('body').append('<div id="dataConfirmModal" class="modal" role="dialog" aria-labelledby="dataConfirmLabel" aria-hidden="true"><div class="modal-header"><button type="button" class="close" data-dismiss="modal" aria-hidden="true">×</button><h3 id="dataConfirmLabel">Please Confirm</h3></div><div class="modal-body"></div><div class="modal-footer"><button class="btn" data-dismiss="modal" aria-hidden="true">Cancel</button><a class="btn btn-primary" id="dataConfirmOK">OK</a></div></div>');
}
$('#dataConfirmModal').find('.modal-body').text($(this).attr('data-confirm'));
$('#dataConfirmOK').attr('href', href);
$('#dataConfirmModal').modal({show:true});
return false;
});
});
You should add Jquery and Bootstrap for this to work.