Ultimate Pack  hot! Image Editor  new! Runtime Fusion Form Designer Object Inspector Print Suite Pro Commented Image Delphi Toys WinDowse Delphi Bonus TMS Scripter Studio Form Designer VB Form Designer .NET ...get more... for Delphi.NET, C#, VB.NET for Delphi VCL, BCB 3-6

	WinAPI Online Unix Manual Pages MegaDetailed.NET in3steps.com cdtrrracks.com new!   greatis.blogspot.com

Use onCloseQuery event of main form. The OnCloseQuery event occurs when the Close method is called or when the user chooses Close from the form's System menu.
So, you may ask confirmation and close form, if user click on Yes button.

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

For more

Delphi Help

Download source