To pop an alert message use UIAlertView.
UIAlertView *alert = [[UIAlertView alloc] initWithTitle:@"Wait" message:@"Are you sure you want to delete this." **delegate:self** cancelButtonTitle:@"Delete" otherButtonTitles:@"Cancel", nil];
[alert show];
[alert release];
Once you set the delegate as self you can perform your action on this method
- (void)alertView:(UIAlertView *)alertView clickedButtonAtIndex:(NSInteger)buttonIndex