private void validateUserEntry()
{
    // Checks the value of the text.
    if(serverName.Text.Length == 0)
    {
        // Initializes the variables to pass to the MessageBox.Show method.
        string message = "You did not enter a server name. Cancel this operation?";
     string caption = "Error Detected in Input";
        MessageBoxButtons buttons = MessageBoxButtons.YesNo;
        DialogResult result;

        // Displays the MessageBox.
        result = MessageBox.Show(message, caption, buttons);
        if (result == System.Windows.Forms.DialogResult.Yes)
        {
            // Closes the parent form.
            this.Close();
        }
    }
}

private void Form1_FormClosing(object sender, FormClosingEventArgs e)
{
    const string message =
        "Are you sure that you would like to close the form?";
    const string caption = "Form Closing";
    var result = MessageBox.Show(message, caption,
                                 MessageBoxButtons.YesNo,
                                 MessageBoxIcon.Question);

    // If the no button was pressed ...
    if (result == DialogResult.No)
    {
        // cancel the closure of the form.
        e.Cancel = true;
    }
}