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@Override
public boolean onKeyDown(int keyCode, KeyEvent event) {
  // Handle the back button
  if (keyCode == KeyEvent.KEYCODE_BACK && isTaskRoot()) {
    // Ask the user if they want to quit
    new AlertDialog.Builder(this)
        .setIcon(android.R.drawable.ic_dialog_alert)
        .setTitle(R.string.quit)
        .setMessage(R.string.really_quit)
        .setPositiveButton(R.string.yes,
            new DialogInterface.OnClickListener() {
              public void onClick(DialogInterface dialog,
                  int which) {
                // Stop the activity
                finish();
              }
            }).setNegativeButton(R.string.no, null).show();

    return true;
  } else {
    return super.onKeyDown(keyCode, event);
  }
}

procedure TSomeForm.CloseQuery(Sender: TObject; var ACtion: TCloseAction);
begin
  if MessageDlg(mtConfirmation, 'Really quit?', [mbYes, mbNo], 0) = mrNo then
    Action := caNone;
end;