I encountered the same problem, and I solved it like this:
chooseOkOnNextConfirmation click buttonId assertConfirmation
This makes my test run green in my Selenium IDE.
The code to do this is:
<tr>
<td>chooseOkOnNextConfirmation</td>
<td></td>
<td></td>
</tr>
<tr>
<td>click</td>
<td>ctl00_CPHMain_ucFormDMS_grdDocumentList_ctl00_ctl04_btnDelete</td>
<td></td>
</tr>
<tr>
<td>assertConfirmation</td>
<td>Areyousureyouwanttodeletethisdocument?</td>
<td></td>
</tr>