I want pop out a confirm message box like
Response.Write("<Script>confirm('Are you sure???');</Script>");

But I want control if Ok then do wat else do wat.

Add this in the page_load method:

btnSubmit.Attributes.Add("onclick","javascript:if(confirm('Are you sure?')== false) return false;");

And then code up your normal button_Click function. On clicking the button the script confirm option appears and if No is selected processing stops, else the server side button click function is called.