Popup window with three buttons

I need to popup a window with three buttons when the user clicks on a text.

what I have in my java class:

myHtml.append("<a href=\"" + myUrl+ "\" onclick=\"javascript: return confirm('" + myMessage + "')\">" + myLink + "</a>");

what I need is to not use "confirm", I need to use a popup similar to confirm() but with 3 different actions.

how can I replace confirm() to have 3 different actions instead of "ok" and "cancel" only