Okay, after re-reviewing, I realize that this is a JavaScript-only solution.
<script type="text/javascript">
var linkClicked = function(){
var confirmed = window.confirm('Print?');
if(confirmed){
window.open('@Url.Action("PrintAction","Controller")','_blank');
}
}
</script>
And the link:
@Html.ActionLink("Click Me","Action","Controller,null,new { onclick="linkClicked()" })