1) write this query in at the end in submit button
Response.Write("<script language=javascript>alert('you have successfully posted your query');</script>");

2)code Behind page of Controls
Alert.Show("You do not have write permission to this file");

3)property of control write as....
OnclientClick=alert('submitted successfully..');

4)MOre
1)Response.Write("<script language=javascript>window.alert('Enter a valid UserName an Password');</script>");

2)ScriptManager.RegisterClientScriptBlock(this.GetType(), "ClientScript", "window.alert('Vous ne pouvez pas supprimer un client utilisez le
champ Statut');", True);

3)MessageBox.Show("YourMessageHere","YourBoxTitleHere",MessageBoxButtons.YourChoiceOfButtonsHere,MessageBoxIcon.YourChoice
OfIconHere);

4)Response.Redirect("<script>" + "alert('Confirmed');" + "</script>");

5)Response.Write("<script>{window.alert('inserted');}</script>");

6)Response.Write("<script language='javascript' type='text/javascript'>alert('insertedsuccessfully')</script>");

7)Page.ClientScript.RegisterStartupScript(this.GetType(), "OnLoad", "<script language=javascript>ConfirmBoxSave();</script>");

5)
IN PAGE LOAD WRITE AS
1) btn_login.Attributes.Add("onClick", "javascript:history.back(); return false;");

 2) btn_login.Attributes.Add("onclick", "javascript:history.go();return false");//btn_login.Attributes.Add("onClick", "javascript:history.back(); return
false;");

 3)btn_login.Attributes.Add("onclick", "javascript:history.go();return false");

6) Method

protected void MessageBox(string msg)
{
lbl.Text = "<script language='javascript')>" + Environment.NewLine + "window.alert('" + msg + "')</script>";
Page.Controls.Add(lbl);
}
Call this Methos As
MessageBox("Your Message...");

for more Web reference Download  from this link
---------
http://www.ziddu.com/download/13271505/windowalert.rar.html

JQuery Confirm Box..
http://tutorialzine.com/2010/12/better-confirm-box-jquery-css3/