How to show pop up message "Are you sure ......?" with "OK" button before save the content
The custom way to do this would be to use hook_form_alter to add some jquery into the form you are targeting that would bind to the submit action of the form and execute some javascript function (ex. an alert) if a form field value is not filled out. 

The key library for this is the jquery validation library here:

http://bassistance.de/jquery-plugins/jquery-plugin-validation/

There are also a couple modules you could try and install that implement this library and offer direct integration with your field through the form api. I've used this one:

http://drupal.org/project/clientside_validation

To achieve a similar validation effect as what you're looking for.