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    1. If you're not using a window procedure (i.e. you're using EVENT_*
       events), add the following line of code to your app:

           C4W_AutoClose(.f.)

       You will then receive an EVENT_CLOSE, and it is up to you what
       happens next (perhaps use MessageBox() to confirm, and if so QUIT).

       Attempting to close ANY window will generate an EVENT_CLOSE, so
       you probably want to look at the window handle to see if you want
       to keep the window.  If so, just ignore the event.  If you just
       want to get rid of the window, use DestroyWindow().  If it's the
       application's main (or only) window, you probably want to QUIT
       (after getting confirmation from the user).

    2. If you're using a window procedure, you need to handle the
       WM_CLOSE message (and not pass it to the default window proc).