Private Sub ValidateUserEntry()
    ' Checks the value of the text.
    If ServerName.Text.Length = 0 Then

        ' Initializes variables to pass to the MessageBox.Show method.
        Dim Message As String = "You did not enter a server name. Cancel this operation?"
        Dim Caption As String = "Error Detected in Input"
        Dim Buttons As MessageBoxButtons = MessageBoxButtons.YesNo

        Dim Result As DialogResult

        'Displays the MessageBox
        Result = MessageBox.Show(Message, Caption, Buttons)

        ' Gets the result of the MessageBox display.
        If Result = System.Windows.Forms.DialogResult.Yes Then
            ' Closes the parent form.
            Me.Close()
        End If
    End If
End Sub

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

    Dim message As String = _
            "Are you sure that you would like to close the form?"
    Dim caption As String = "Form Closing"
    Dim result = MessageBox.Show(message, caption, _
                                 MessageBoxButtons.YesNo, _
                                 MessageBoxIcon.Question)

    ' If the no button was pressed ...
    If (result = DialogResult.No) Then
        ' cancel the closure of the form.
        e.Cancel = True
    End If
End Sub