Alert Box Popup To Confirm Before Deleting Entry?

I am working on a PHP web application for my company and have run into a problem with Javascript. In a list I am displaying from a Mysql database, I have the option to delete certain entries. Before someone deletes an entry though, I want them to have an alert box pop up and asked then if they are sure. I have this simple javascript function in the head of the page, but whether cancel or ok are pressed, the page refreshes to the link. How can I fix it so that if you press cancel, nothing happens, other then the alert box goes away, but also allows the link to process if OK is pressed?

HTML Code:
<script type="text/javascript">
function show_confirm(){
var r=confirm("Press a button!");
if (r==true){
alert("You pressed OK!");
}else{
alert("You pressed Cancel!");
}}
</script>