How to use jscript confirm in VB.NET

I would like a message box on the client side.
Everyone says to use jscript confirm, but how?

Here is what I have so far. No errors but no confirm either.

Function jscriptMsgBox()
Dim response As Boolean
Dim strBuilder As StringBuilder = New StringBuilder()

strBuilder.Append("<script language='Jscript'>")
strBuilder.Append("function myMsgBox() {")
strBuilder.Append("response = confirm("my message");}")
strBuilder.Append("myMsgBox;")
strBuilder.Append("</script>")
RegisterClientScriptBlock("myMsgBox", strBuilder.ToString)

End Function

Yes, I am a newbie so give me a break please.