If you do not return false after executing the function in the linkbutton's OnClientClick handler the page will perform a postback and the confirm will not wait until you answer the question. Therefore the correct approach is the following one:
| <asp:linkbutton ID="Linkbutton1" runat="server" OnClientClick="radconfirm('Are you sure you want to delete this file?', confirmCallBackFn); return false;"
Please, try it again and in case it does not work as expected, open a new support ticket and send us a sample project with a detailed explanation of the desired behavior and we will modify it in order to meet your requirements.
the Telerik team