Closing

Forms by default can be closed by pressing the cross (X) in the top right corner.
If you want to prevent (or notify) a user from using the cross you can use the FormClosing event.

FormClosing Event

This event occurs as a form is being closed.

private void frmDialog_FormClosing( 

object sender,

   FormClosingEventArgs e) 
{ 
   e.Cancel = true; 
} 

The behaviour of this event is different depending on whether you have a modal or modeless windows form.
You can cancel this event to prevent the form closing by setting the Cancel property to True

this.Dispose(); 
this.Close(): 

Pressing ESC

It is possible to close a windows form by pressing the ESC key
Select the entire form
Look in the Properties window and find the "CancelButton" property
In the drop-down choose "btnClose".

Messages.Question_FormCancelConfirmation 
Messages.Question_FormSaveChanges 

private void Method_FormClose() 
private void Method_FormSave() 

private void btnClose_Click( 
   object sender, 
   EventArgs e) 
{ 
   this._cancelButtonPressed = true; 
   this.Close(); 
}