Here is the Code for the Template Field in the Gridview exactly as it is documented:
Am I missing something or just more AJAX BETA woes?
<asp:TemplateFieldShowHeader="False">
<ItemTemplate>
<asp:ImageButtonID="ImageButtonDelete"runat="server"CausesValidation="False"CommandName="Delete"ImageUrl="~/App_Themes/Sameday/Images/DeleteX.gif"/>
<cc3:ConfirmButtonExtenderID="ConfirmButtonExtenderDelete"ConfirmText="Are you sure you want to Delete?"runat="server"TargetControlID="ImageButtonDelete">
</cc3:ConfirmButtonExtender>
</ItemTemplate>
</asp:TemplateField>
Please try this:http://forums.asp.net/thread/1441672.aspx