Create a confirmation or dialog box before deleting?

When deleting a record, is there a way to create a dialog box that says, 'Are you sure you want to delete the record?", then you can click Yes or No?

Hi,

There already a dialog box with a message :

Attention!
Remove item ?
Yes or NO

As you can see in my screen shoot of Migx CMP (See attachement migx-cmp-alert-box.jpg) or Migx TV (See attachement migx-tv-alert-box.jpg).