You would need to use a client side script for that. Javascripts's confirm(); function will pop-up a message and return true or false depending on whether or not the user pressed ok or not. Here's a simple example which uses check boxes and a form:
Code:
<html>
<head>
<title>Delete Confirmation</title>
<script language="JavaScript1.1">
<!--
function confirm_delete ()
{
// You could put code here to count the number of items selected
return confirm ("Are you sure you want to delete the selected records??");
}
-->
</script>
</head>
<body>
<form action="delete.php" method="post" onsubmit="return confirm_delete();">
<input type="checkbox" name="record1" /> Record1<br />
<input type="checkbox" name="record2" /> Record2<br />
<input type="checkbox" name="record3" /> Record3<br />
<input type="submit" value="Delete" />
</form>
</body>
</html>
Simply returning false at the onsubmit event will prevent the form from being submitted.
I have put the page on my web server; if you want to give it a try it's here:
www.codedv.com/adam/delete.html