I want to write the code to output the MsgBox that says " Are you sure you want to delete this record" but I can't get it to work without the access delete MsgBox coming up. Does anyone know how to get rid of the Access Generated MsgBox?

In order to get rid of the Access generated msgbox you will have to set warnings to false, either through a macro or code, as in

docmd.setwarnings False

However, you may want to turn the system messages back on at some point, since there are some that are necessary.