I did the same thing.
So I put this in the ProjectHook.QueryRemoveFile code:

LPARAMETERS toFile, tcClassName, tlDeleteFile

* Defaults to [No] to make it hard to remove class!
IF NOT EMPTY( m.tcClassName ) ;
  AND MESSAGEBOX( "Are you sure you want to remove class " + m.tcClassName, ;
	MB_YESNO + MB_DEFBUTTON2 + MB_ICONEXCLAMATION, ;  
				   "Attention!" ) <> IDYES	
    * Prevents removing that class.
    NODEFAULT
ELSE
    * FoxPro will prompt you again.
ENDIF