Confirmation box on exit from a page - Web App, VB.NET

I know how to create a confirmation box and similar basic stuff.
However, I am not sure how to accomplish this.

I designed a simple web application. I split my screen into frames.
On the left I have a main menu frames that has links to different pages.
Let's say 6 links.
On each of those pages, user can type and save some data to database.

Currently, when I click on each link, it displays appropriate page content in rbottom (main) frame.
Very simple concept.
Users types data, and click on Save button and it works.

What I need is solution for this case:

1. user types or edits some data in texboxes on a currently opened page,
2. user forgets to click on Save button
3. user wants to click on some other link to open a different page

I need to display Confirmation box asking if he/she wants to save data entered before another page is displayed.

How to accomplish this?

Thanks

What I want to achieve i