Embedded javascript alert with yes/no/cancel responses in asp.net 2.0

How can one expand on this example of javascript in asp.net 2.0:

Dim scriptKey as String = cmdSalvar.UniqueID & "scriptkey"
Dim script as String = String.Format("<script language=""javascript"">alert('{0}')</script>", errMsg)
Me.Page.RegisterClientScriptBlock(scriptKey , script)

For the alert box to also include a "Yes" or "No" or "Cancel" similar to a vbscript Message box function, and to be able to catch those responses just like the vbscript Message Box function?
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This article shows how to use javascript to show confirm box and catch the response,

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