Alert pop up when a NewForm is loaded

I would like an alert pop-up to be loaded when a user clicks New Item in a sharepoint list. I want the alert popup to say something like: “You are about to create a New List Item, please verify that you have completed a search of the library before submitting” Ok/Cancel

If the user clicks Ok, the NewForm opens, if the user clicks Cancel, the user returns to the ViewList.

The searches I have done so far only show me how to launch a popup when the user presses Save on a NewForm.

Any help would be appreciated.