for displaying popup you need to write your code in RowDatabound to bound jquery function to you button or link button's OnClientClick to call you jquery or javascript function.
i use like this.
cast your linkbutton
LinkButton lnk = (LinkButton) e.row.findControl("lnkdelete");
lnk.OnClientClick = "return confirm('are you sure to delete this record');";
and this work for me.
(the above code is directly writing on this form so it might contains any error)