Inline block confirm messages
The Webform Ajax module will give you the functionality you describe. Here is a quote about it (from the module's project page):

... adds AJAX support to Webform (3.0 and above).
As a first step it focusses to simply add form AJAX paging and submit. Form submissions get ajaxified including prev/next pages. Especially for multipage forms, this leads to faster loading (less data transfer), better usability and finally smaller server load.