Problems with Attributes.Add("onclick",.... and MyTextBox_TextChanged

Hello,

Controls on webpage:
 - Datagrid
 - TextBox

Datagrid has Delete button:

<asp:TemplateColumn HeaderText="Borrar">
      <HeaderStyle Width="10%"></HeaderStyle>
      <ItemStyle HorizontalAlign="Center"></ItemStyle>
      <ItemTemplate>
            <asp:ImageButton id="btnDelete" runat="server" CommandName="Delete"></asp:ImageButton>
      </ItemTemplate>
</asp:TemplateColumn>

At function MyDatagrid_ItemCreated , I add attributes to that Delete button. So, when the user click on Delete button, then it's showed a confirmation message before to proceed to delete the record.

Private Sub MyDatagrid_ItemCreated(ByVal sender As System.Object, ByVal e As System.Web.UI.WebControls.DataGridItemEventArgs) Handles MyDatagrid.ItemCreated
        If (e.Item.ItemIndex > -1) Then
            Dim mydeletebutton As TableCell
            mydeletebutton = e.Item.Cells(0)
            mydeletebutton.Attributes.Add("onclick", "return alert('Are you sure you will delete record...?');")
        End If
End Sub

Now my problem is that the user has to write on the TextBox. When user focus on the TextBox and then press ENTER, then it is showed windows message: 'Are you sure you will delete record...?'.
I tried to put hide buttons on the webpage, but no success.
Allways when the user hit ENTER on the TextBox, the message appears on screen.

This function is never raised:

    Private Sub MyTextBox_TextChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyTextBox.TextChanged
         ' Some code goes here ....
    End Sub

How could I solve that?
Thank you!