On .ascx EditForm: how to confirm close when 'X' close button clicked

[Reid]

I am new to radgrids.  I have an .ascx user control that pops up for editing the record. When it pops up there is an 'extra' slim section added across the top of my control with an 'X' button (all the way to the right) for closing.  See attached file/image. How/what would I add to add a pop-up a confirmation?

Thanks for your help.