Private Sub Form1_Closing(ByVal sender As Object, _
  ByVal e As System.ComponentModel.CancelEventArgs) Handle MyBase.Closing
 
  If MsgBox("Form schließen?", MsgBoxStyle.YesNo + MsgBoxStyle.Question, _
    "Beenden") = MsgBoxStyle.No Then
 
    e.Cancel = True
  End If
End Sub