LinkButton in Grid view: Event doesn't fire in First click. Second click works fine

Question

I have a grid view.

 <asp:GridView AutoGenerateDeleteButton="false" AutoPostBack="true" OnRowCommand="gwDeleteNAV_RowCommand" OnRowCreated="gwDeleteNAV_OnRowDataBound" OnRowDeleting="DeleteButtonClick"  ID="gwDeleteNAV" runat="server" AllowSorting="true" AutoGenerateColumns="False" Width="557px" OnRowDataBound="gwDeleteNAV_OnRowDataBound">
                <AlternatingRowStyle BackColor="White" Font-Names="Verdana" Font-Size="Medium" HorizontalAlign="Left" />
                <EmptyDataRowStyle BackColor="#EFF3FB" Font-Names="Verdana" Font-Size="Small" HorizontalAlign="Left" />
             <rowstyle Height="30px" />
             <alternatingrowstyle  Height="30px"/>
                <HeaderStyle Height="30px" BackColor="#999999" Font-Bold="True" Font-Names="Verdana" Font-Size="10pt" 
                    ForeColor="White" />
                <Columns>
                    <asp:BoundField DataField="Tranid" HeaderText="Id"></asp:BoundField>
                    <asp:BoundField DataField="FundName" HeaderText="Fund Name"></asp:BoundField>
                    <asp:BoundField DataField="value" HeaderText="Price"></asp:BoundField>
                    <asp:BoundField DataField="date" HeaderText="Date"></asp:BoundField><asp:TemplateField HeaderText="">
                        <ItemTemplate>
                            <asp:LinkButton ID="lnkDelete" Text="Delete" AutoPostBack="true" OnCommand="lnkDelete_Command" runat="server" OnClientClick="return DeleteConfirmation();" 
                                CommandArgument='<%#Eval("TranId")%>' ></asp:LinkButton>
                        </ItemTemplate>
                    </asp:TemplateField></Columns>
                <SelectedRowStyle BackColor="#507CD1" />
                <PagerStyle BackColor="#999999" />
            </asp:GridView>

on server side I am handling link button event as follows:

protected void lnkDelete_Command(object sender, CommandEventArgs e)
    {
        string transactionid = e.CommandArgument.ToString();
        DeleteNAVData(transactionid);
    }

Page_Load Event:

 protected void Page_Load(object sender, EventArgs e)
    {
        if (!IsPostBack)
        {
          FillDropDown();
        }

    }

Issue I am facing here is, when I click Delete link from UI, It doesn't fire lnkDelete_Command but shows the javascript alert. When I click second time again, It fires the lnkDelete_command Event. any Idea why my code is not calling event at first go.

Regards,