Use OnClientClick together with OnClick
<asp:Button ID="btnGo" runat="server" Text="Go" OnClick="btnGo_Click" OnClientClick="return CheckGoJSEvents();" />
EDIT:
Didn't see that you had the function execute on the blur event. In that case you would not use the OnClientClick of the button. The answer posted by mattmanser would be correct.
If you wanted it to function from the button click, then you could use this method. Sorry for the confusion.