For this example, I’m using jQuery version 3.2.1. The javascript method popupConfirm() can be called on the click of a button event or onchange event of a drop-down. The no-close class is to remove the x button from top-right of the dialog box.

< link href="../Scripts/jquery-ui.css" rel="stylesheet" />
< script src="../Scripts/jquery.js"></script>
< script src="../Scripts/jquery-ui.js"></script>
< style>
	.no-close .ui-dialog-titlebar-close{
		display: none;
	}
< /style>
<script language="JavaScript">   
    $(document).ready(function () {
        $("#dialog").dialog({
            autoOpen: false,
            modal: true,
            width: 400
        });
    });

    function popupConfirm() {
        $("#dialog").dialog({
			buttons: {
				"Yes": function () {
					$("#message").text('You clicked Yes');
					$(this).dialog("close");
				},
				"No": function () {
					$("#message").text('You clicked No');
					$(this).dialog("close");
				}
			},
			dialogClass: "no-close"
		});

		$("#dialog").dialog("open");
    }
</script>

Use the following html for the dialog and message as below.

< div id="dialog" title="Confirmation Required" >
  Are you sure?
< /div >
< div id="message" style="color: red;" >

< /div >

Use onchange method of a drop-down e.g.

< select name = 'types' size='1' onchange='popupConfirm();'> < /select>