BuddyPress.org

First of all, we have very little information with which to provide you assistance. What version of WPMU are you running? What version of BuddyPress?

Please reference this thread an answer the questions.

Finally, the message:

“Are you sure you want to do this?”

often indicates a nonce security failure message. It can happen if you have not updated the BP themes or are using a custom theme (i.e. any theme other than the ones that come with BuddyPress). Try switching to the default BP themes and see if the issue goes away. If it does, then you know it has something to do with the theme you’re using.