i know very little javascript so i might not make much sense
i have this which activates the javascript when someone clicks the link:

<a href="shop.php?id=1&item=5" onclick="buy()">item</a>

and this is the javascript thats in the head of my page,

<script type="text/javascript">
<!--
function buy() {
var answer = confirm("Are you sure you want to buy this item?")
if (answer){

} else{
window.location = "shop.php?id=1";
}
}
//-->
</script>

How do i make it so when the person clicks ok they will go to the page in the link(shop.php?id=1&item=5) and if they click cancel they will stay on the same page (shop.php?id=1)

<a href="#" id="shop.php?id=1&item=5" onclick="if(confirm('U sure?')){window.location=(this.id);}">item</a>

The better way to do it is to keep the link as your original, but return false if you don't want it to follow the link.

// Add return statement to onclick
<a href="shop.php?id=1&item=5" onclick="return buy();">item</a>

// Now make the buy function return the answer to the question

<script type="text/javascript">
<!--
function buy() 
{
  var answer = confirm("Are you sure you want to buy this item?");

  if (answer)
  {
    return true;
  }
  else
  {
    return false;
  }
}
//-->
</script>

It will do nothing if you return false; but will follow the link if you return true.

Always remember to put semicolons at the end of your script lines.

You can do this on one line if you want, the above is just for clairity.

<a href="shop.php?id=1&item=5" onclick="return confirm('Are you an idiot?');">item</a>

My example ensures the user has JS enabled, if that matters (which it probably doesn't)... otherwise camperjohn's method is simpler and better.