Private Sub Form1_FormClosing(ByVal sender As Object, ByVal e As System.Windows.Forms.FormClosingEventArgs) Handles Me.FormClosing

        Dim res As DialogResult = MessageBox.Show("Vuoi salvare il file?", "", MessageBoxButtons.YesNoCancel)

        If res = Windows.Forms.DialogResult.Cancel Then
            e.Cancel = True
        ElseIf res = Windows.Forms.DialogResult.Yes Then
            ' Procedura di salvataggio del file.....

        End If

    End Sub