Using the Standard Confirm dialog
The simplest approach is to use the standard browser confirm() dialog. It blocks the execution thread and thus interrupts the entire page:
Using the RadConfirm dialog
The RadConfirm dialog is a standard RadWindow and thus cannot block the thread execution like the browser confirm() can. This means that the logic must be extended to dynamically add/remove the OnClientBeforeClose handler. The RadConfirm also requires that there is a RadWindowManager on the same page and that the event is cancelled each time so that the RadWindow can be closed with code depending on the user input. The benefit from this approach is that it provided consistent look and styling.