Leaving page event

Question

Hi all, I'm currently trying to create a page with the user will be able to create an order form. I would like to add in some codes to generate a message box when the user navigates away from that page. I tried using both "Protected Override Void onUnLoad(EventArgs e)" as well as "void Page_Unload" but both methods seems to execute right after Page_Load, which resulted in the displaying of the message box the moment the page loads. Appreciate if anyone can advise me on this