procedure TForm1.FormCloseQuery(Sender: TObject; var CanClose: Boolean);
begin
  CanClose := False;
  if MessageDlg('Are you sure you want to exit ?', mtConfirmation, [mbYes, mbNo], 0) = mrYes then
    if MessageDlg('Are you sure you were sure before :) ?', mtConfirmation, [mbYes, mbNo], 0) = mrYes then
      CanClose := True;
end;