Looking through the documentation on Remove-DistributionGroupMember
under the -Confirm
parameter they say:
The Confirm switch can be used to suppress the confirmation prompt that appears by default when this cmdlet is run. To suppress the confirmation prompt, use the syntax -Confirm:$False. You must include a colon ( : ) in the syntax.
So to surpress the prompt it looks like all you need to do is this:
foreach( $dg in $DGs){
Remove-DistributionGroupMember $dg -Member $user -Confirm:$False
}