Override standard close (X) button in a Windows Form

You can override OnFormClosing to do this. Just be careful you don’t do anything too unexpected, as clicking the ‘X’ to close is a well understood behavior.

protected override void OnFormClosing(FormClosingEventArgs e)
{
    base.OnFormClosing(e);

    if (e.CloseReason == CloseReason.WindowsShutDown) return;

    // Confirm user wants to close
    switch (MessageBox.Show(this, "Are you sure you want to close?", "Closing", MessageBoxButtons.YesNo))
    {
    case DialogResult.No:
        e.Cancel = true;
        break;
    default:
        break;
    }        
}