You're doing it wrong.
Write javascript function on the page. For btnDelete raise the question and return the result. If the result is yes, server side code triggers, if the answer is no (false) it will never get to server side.
Your code should look like this:
aspx file
<asp:button id="btnDelete" runat="server" onclick="btnDelete_Click" onclientclick="javascript: return confirmDelete();" xmlns:asp="#unknown" />
<script type="text/javascript">
function confirmDelete() {
if (your-text-box.value.trim == "")
return confirm("There is no value to delete. Please select value !");
}
else
{
return confirm("Are you sure to delete this data ?");
}
</script>
in your aspx.vb file
Protected Sub btnDelete_Click(ByVal sender As Object, ByVal e As System.EventArgs) Handles btnDelete.Click
You don't need server side msgboxyesno method.
If this helps please take time to accept the solution. Thank you.