Popping up a javascript alert box is easy. You just need to get hold of the Page object (presumably from a view controller) and add something like the following:
Page.ClientScript.RegisterStartupScript(GetType(), "validationError", "alert('Help!');", true);
For a confirmation box, you could do something similar, but you would need to include a javascript 'if' statement to check whether the user clicked OK or not, and then you could either do a manual postback, or call a client-side method of one of the controls on the page to trigger a postback.
If you would like to be more specific, then I might be able to help you with an example.