If you set ControlBox property of the form to false, all three buttons (minimize, maximise and close) will go off.
Other way would be at the link Allan Chong provided.
And third possible way is to handle Closing event and set
e.Cancel = true;
This third way might be the best as you can warn the user before cancelling the close event and/or do logging as required and then make decision whether to let it close or not.
-Milind
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