show confirm message when I leave the page and navigate new page

try this  code.

http://www.projectshadowlight.org/jquery-easy-confirm-dialog/

<script type="text/javascript" language="javascript">
               window.onbeforeunload = function() {
                   var Ans = confirm("Are you sure you want change page!");
                   if(Ans==true)
                       return true;
                   else
                       return false;
               };
    </script>