I always disable the close option (Upper Right Corner) in my applications and put an exit button on the form so the user can finish the session.

This time I want to use the close button and display a simple messagebox so the user can confirm the exit of the program. If I put the code in the Destroy or Unload event of the form it's too late to go back in case the user doesn't want to exit the form. How do I control the Close Button? Where do I put the code? I know I am missing something here but don't know what.

Thank you in advance.