jQuery checkbox change and click event

Tested in JSFiddle and does what you're asking for.This approach has the added benefit of firing when a label associated with a checkbox is clicked.

Updated Answer:

$(document).ready(function() {
    //set initial state.
    $('#textbox1').val(this.checked);

    $('#checkbox1').change(function() {
        if(this.checked) {
            var returnVal = confirm("Are you sure?");
            $(this).prop("checked", returnVal);
        }
        $('#textbox1').val(this.checked);        
    });
});

Original Answer:

$(document).ready(function() {
    //set initial state.
    $('#textbox1').val($(this).is(':checked'));

    $('#checkbox1').change(function() {
        if($(this).is(":checked")) {
            var returnVal = confirm("Are you sure?");
            $(this).attr("checked", returnVal);
        }
        $('#textbox1').val($(this).is(':checked'));        
    });
});

Demo

Use mousedown

$('#checkbox1').mousedown(function() {
    if (!$(this).is(':checked')) {
        this.checked = confirm("Are you sure?");
        $(this).trigger("change");
    }
});