Verify a form closure with a pop-up window

Private Sub Form1_FormClosing(ByVal sender As Object, ByVal e As System.Windows.Forms.FormClosingEventArgs) Handles Me.FormClosing
    If MsgBox("Close Program?", vbYesNo, "Are you sure?") = vbNo Then
        e.Cancel = True
        Diagnostics.Debug.WriteLine("Attempted program shutdown was thwarted at pop-up window.")
        Exit Sub
    End If
End Sub