I can't get my datagrid delete button to pop up this message. I have it placed so it will run when the onDeleteCommand is fired. I debug and it does indeed go thru the code, but no message box...any suggestions?

Code:
Public Sub DeleteBid(ByVal source As Object, ByVal e As System.Web.UI.WebControls.DataGridCommandEventArgs) Handles DataGrid1.DeleteCommand
        'check which row has been selected
        Dim selectedRow As String = DataGrid1.DataKeys(e.Item.ItemIndex)
        Dim btnDelete As Button
        btnDelete = e.Item.Cells(4).Controls(0) '<---5th column, first control 
        btnDelete.Attributes("onclick") = "javascript:return confirm('Are you sure you want to delete \n    Bid Record " & selectedRow & "?')"