Since this involves Ajax, let's assume you can use jQuery to handle the XHR an so on.
<script>
$('#del').click(function(ev){
ev.preventDefault();
var del_conf=confirm('Are you sure you want to delete this item?');
if(del_conf){ $.post('delete.php',{'del':1,'id':123123},function(data){
alert(data.result);},'json');
}
});
</script>
<a id='del'>Delete</a>
Okay, so that's some JS and HTML. Now, you need a separate PHP script to handle the post. To go with the example, this would be saved in the same directory, named 'delete.php'.
<?php
$del=(int)$_POST['del'];
$id=(int)$_POST['id']
if($del<1 || $id<1){ exit; }
else{
//do your DB stuff
}
if($db_success){
echo json_encode(array('result'=>'success'));
}
else{
echo json_encode(array('result'=>'error'));
}