How to create a confirmation page linking to the content just created by a user
use Rules module http://drupal.org/project/rules, you can build a new rule to redirect (to a new page) the user when create, for example, a node. see examples to Drupal 6 http://drupal.org/node/298483 or Drupal 7 http://drupal.org/node/878712

specifically, I suggest that you review events like 'After saving new content' or/and 'After updating existing content' , then you can launch  task (or add conditions to the task and lauch the task) according your needs. Seems that 'Page redirect' Action can be useful.