There are two ways to do this:
Method 1:
<telerik:RadButton runat="server" ID="RadButton1" Text="RadButton">
<ConfirmSettings ConfirmText="Are you sure you want to continue?" />
</telerik:RadButton>
Method 2
<telerik:RadButton ID="btnDelete" runat="server" Text="Delete" Width="120px" OnClientClicking="StandardConfirm"></telerik:RadButton>
Place this piece of code at the top of the page
<script type="text/javascript">
function StandardConfirm(sender, args) {
args.set_cancel(!window.confirm("Are you sure you want to delete this Household?"));
}
</script