Need "are you sure" option on delete palette

Every time the user right-clicks on "palettes" there is the danger that s/he may accidentally click on "delete" and lose the palette permanently. This can happen just by a "slip of the mouse." I know because I have just done it and lost all my custom lines!

It is important to add an "are you sure" (confirmation) option to the delete command to make sure that the user does not delete by mistake.