Delete operation on gridview

Question

I have datagridview in asp.net as follows.


I set the autogenerate delete and edit button property to true. I want to set delete button to the right of the gridview and when user press the delete button a warning should be display that "Are you sure to delete?" with yes or no tabs. if user press yes then only  data should be deleted otherwise no. how i can achive this in asp.net?