The  better way to model it is to:

• have one activity/action which shows what the system does: Display Warning: "Deleting this .... "
• then show a decision point (the diamond in activity diagram) which would represent the user's action:  "Do you want to continue?" which would have two options (sequence flows) one for "Yes" and one for "No".
• the "Yes" path would lead to another activity which would be a system action and would be "Delete the associated records."

- Adrian