alert()
is a JavaScript function and has nothing to do with jQuery.
You probably want the confirm() prompt (which again, is JavaScript, not jQuery).
var result = confirm("Are you sure you want to delete this user?");
if (result) {
// Delete the user
} else {
// Do nothing; they cancelled
}
For more advanced popups, you could emulate your own popup using "model windows"; plenty exist if you search on the Internet.