VS 2008 Show Pop-up before changing web page to save data on form

Hello,
I have a web page that when the user presses the "Go Back" button, if the formview is not in ReadOnly mode, to ask if they want to exit without saving.

I was thinking of having a pop-up window to ask this question, but I am unsure of how to do this.

Let me know what the best way would be to handle this.

Thanks in Advance
Eddi Rae