Ok I've solved my problem. I modified the reportbuilder.app and changed the ReportBuilder.ProcessEvent include in frxbuilder.prg to check if the value of the m.iEventType is 8 (which happen when I close the report) then I put a Alt-F4 in the keyboard buffer.

Good grief, man, why didn't you define a custom builder event handler or filter for this? You don't need to hack the poor, defenseless ReportBuilder application.

All about the Report Builder Event Handler Registry Table

define class xxx as custom

    AllowToContinue = .T.

    procedure Execute( oEvent )
        if oEvent.EventType = FRX_BLDR_EVENT_REPORTCLOSE
            keyboard {Alt-F4}
        endif
    endproc
enddefine