Show Alert Window

Hello,

I have the following on a page:

"<a class="Delete" href="/task/delete/50">Delete</a>"

How can I show an alert window saying:
"Delete? OK, CANCEL"

If OK is clicked then it calls the url "/task/delete/50".
If CANCEL is clicked then it stays on the current page.

I need to apply this to all anchors with class "Delete".

How can I do this?

Thanks,
Miguel