command on alt + f4 key

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VB

i have a couple of form and i use one form as mdiparent. i add command to unabled close if there's mdichildren active. i put it on mdiparent private sub form_closed. it work on exit menu strip and close button (x). but it not take any effect when we use Alt+F4 key. where should i put the command?

If MdiChildren.Count > 0 Then
            MessageBox.Show("Close All Form!", "Warning!", MessageBoxButtons.OK, MessageBoxIcon.Warning)
            e.Cancel = True
        Else
            If MdiChildren.Count = 0 And MessageBox.Show("You Want To Close Your Program?", "Warning!", MessageBoxButtons.YesNo, MessageBoxIcon.Warning) = Windows.Forms.DialogResult.No Then
                e.Cancel = True
            Else
                e.Cancel = False
            End If
        End If