Untitled

Public Class Form1

    Private Sub Form1_FormClosing(ByVal sender As System.Object, ByVal e As System.Windows.Forms.FormClosingEventArgs) Handles MyBase.FormClosing

        If MessageBox.Show("Are you sure you want to exit?", "Confirm exit", MessageBoxButtons.YesNo, MessageBoxIcon.Question) = DialogResult.No Then
            e.Cancel = True
        End If

    End Sub

End Class