Are thyere any security issues that can affect data integrity or theft by other party and si there a solution to avoid this using the cool efects of jquery and json?

Can you explain a little more what your setup is? jQuery alone may not be enough to secure some client/server communications.

I am thinking in general to create an aplication with a setup you know with fields input to create the database and from there to go to a login and so on so I was wondering if I will make the admin part when the user wants to delete something to get a confirmation popup is tehere any chance that this could be a security risk
I will use php jquery and php all in one big cms

It depends, if you want to use a lot of AJAX calls, it is much more vulnerable than just a server-side script alone. It's hard to get a clear picture of what you want.

Ok I understand that firefug for example can view the ajax calls and all the jquery and if I want a poup when the admin wants to delete an entry could this be a security hole?

Basically. If the call contains the id to delete for example, without a server side check, it could be possible to delete all id's one by one.