Hi Timothy,
As noted by jumbot earlier (thanks jumbot!), you would add the JavaScript confirmation to the <Click> Listener.
All the controls in the Coolite Toolkit incorporate a series of Listeners which "listen" for various JavaScript events to fire on the client.
To reproduce the exact same functionality in <ext:Button> as <asp:Button> you would add the confirm script to the Handler of the <Click> Listener.
Example
<ext:Button ID="Button1" Handler="" runat="server" onclick="Button1_Click" Text="Submit">
<Listeners>
<Click Handler="return confirm('Are you sure you want to delete this?');" />
</Listeners>
</ext:Button>
You can add the Listener several different ways and I outlined above. The following forum post also discusses the similar OnClientClick topic, see
http://forums.ext.net/showthread.php?postid=587.aspx
I think I might add an OnClientClick property to <ext:Button> just to avoid any future inconvenience. Although, under the covers it would still just add a Click Listener.
Hope this helps.