ConfirmButtonExtender with GridView

I have a LinkButton in a gridview that acts as a select, and I was hoping to use the ConfirmButtonExtender. I tried it in the ItemTemplate for that column, but it gave me an error that it can't find a control with the ID. Is there any way to use that with a button in a gridview? If so, where does the extender need to be?I think you can just drop the extender in the template, but if that doesn't work, I believe this has been covered elsewhere on this forum. Once the search feature is working again it shouldn't be too difficult to find, I hope.
I ended up using a javascript confirm box this time, but I will probably look into it again next time I need to.

Hey medenn, can you share your code? thanks

OnClientClick="javascript:void_confirm=confirm('Message Here');return void_confirm;"