How to add a javascript confirm to a checkbox with a checkedChange event

I have a checkbox that I need to add a client side confirm before firing the checkedChanged event. THe problem is that the checked change event is not firing after the javascript.  Currently I don't have the CheckedChanged event doing anything, I just have a breakpoint making sure it gets there.

Thanks!

Here is my code:

On my webpage:
 
<asp:CheckBox ID="chkAllData" Text="All Information Has Been Entered" 
runat="server" AutoPostBack="True" CausesValidation="False" />
 
In the page load:
 Me.chkAllData.Attributes.Add("onclick", "return confirm('Are you sure you want to delete?');")
 
Then the CheckedChanged method:
Protected Sub chkAllData_CheckedChanged(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles chkAllData.CheckedChanged
  If AccidentID.Value <> "" Then
  End If
End Sub

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