How much of a screen to overlay for popups?

enter image description hereI'm currently designing a dashboard (with a left navigation menu).

When users are performing a task for example, to subscribe to a certain provider, there will be a pop-up modal to let them know what's happening and to confirm their actions. The pop-up will have a black overlay behind it.

The question is, should the black overlay cover the left-side navigation menu as well (so that it cover the entire web browser) or should it just be within the content itself - this means that users can get away from the pop-up by clicking on another menu link.