Example

<script language="javascript">
function confirm_logout()
{
if (confirm("Are you sure you want to logout?")==true)
return true;
else
return false;
}
</script>

Then, in the Code behind, Page_Load, add

btnl_logout.Attributes.Add("onclick", "return confirm_logout();")

Then, for the LinkButton Click event,

Private  Sub LinkButton1_Click(ByVal sender As Object, ByVal e As System.EventArgs)
   Response.Redirect("http://hk.yahoo.com")
End Sub