Private Sub cmdX_Click()
     unload Me
End Sub
 
Private Sub Form_Unload(Cancel As Integer)
    Dim intReturn As Integer
 
    intReturn = MsgBox("Ready to Exit", vbOKCancel, "Exit?")
    If intReturn = vbOK Then
    Else
        Cancel = True
    End If
End Sub

Option Explicit
 
Private Declare Function DeleteMenu Lib "user32" _
(ByVal hMenu As Long, ByVal nPosition As Long, _
ByVal wFlags As Long) As Long
Private Declare Function GetSystemMenu Lib "user32" _
(ByVal hwnd As Long, ByVal bRevert As Long) As Long
 
Private Const MF_BYPOSITION = &H400&
 
Private ReadyToClose As Boolean
 
Private Sub RemoveMenus(frm As Form, remove_restore As Boolean, _
remove_move As Boolean, remove_size As Boolean, remove_minimize As Boolean, _
remove_maximize As Boolean, remove_seperator As Boolean, remove_close As Boolean)
 
    Dim hMenu As Long
 
    '~~> Get the form's system menu handle.
    hMenu = GetSystemMenu(hwnd, False)
 
    If remove_close Then DeleteMenu hMenu, 6, MF_BYPOSITION
    If remove_seperator Then DeleteMenu hMenu, 5, MF_BYPOSITION
    If remove_maximize Then DeleteMenu hMenu, 4, MF_BYPOSITION
    If remove_minimize Then DeleteMenu hMenu, 3, MF_BYPOSITION
    If remove_size Then DeleteMenu hMenu, 2, MF_BYPOSITION
    If remove_move Then DeleteMenu hMenu, 1, MF_BYPOSITION
    If remove_restore Then DeleteMenu hMenu, 0, MF_BYPOSITION
End Sub
 
Private Sub cmdClose_Click()
    ReadyToClose = True
    Unload Me
End Sub
 
Private Sub Form_Load()
    '~~> Remove the Close system menu item and the menu separator.
    RemoveMenus Me, False, False, False, False, False, True, True
End Sub
 
'~~> Cancel if ReadyToClose is false.
Private Sub Form_QueryUnload(Cancel As Integer, UnloadMode As Integer)
    Cancel = Not ReadyToClose
End Sub

In the code editor click (i think its the right) combo box at the top and choose where it says terminate with a lightning bolt next to it