Thread: why my programs end during onClose event?

CDialog::OnCLose() will call the code to destroy your Dlg.

Try something like....

Code:

void CMYDlg::OnClose() 
{	
  int returnValue=IDNO;
  retValue = ::MessageBox(NULL, _T("You are about to close the application, are you sure you want to continue?"), 
							_T("Testing"), MB_YESNO|MB_ICONQUESTION);
  if(returnValue == IDYES)
  {
	 CDialog::OnClose();  
  }
  
}

1) Suggest you don't post messages directly in a MFC app - suggest you use proper functions such as EndDialog or call the base function's member.
2) There's no use in using ::MessageBox since you can just use MessageBox which is relative to your window. You are just passing NULL, which is usually just done where there's no window, so in this case use CWnd's MessageBox and don't worry about the HWND.