First off, don't use Goto - in fact forget it exists for a couple of years, by which time you should have a better idea of when it is appropriate to use it.
Instead, try something like this:
private void button1_Click(object sender, EventArgs e)
{
if (MessageBox.Show("Enter more data?", "Data Saved", MessageBoxButtons.YesNo) == DialogResult.No)
{
Close();
}
}
Which closes your form if the user doesn't want to enter more data.